+17.1%
SNPS vs FICO
+99.8%
-82.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -16.7% | +11.3% | -0.1% |
| 7D | -11.0% | -19.2% | +8.2% | -5.1% |
| 30D | -1.7% | -14.6% | +12.9% | +2.6% |
| 3M | -20.4% | -20.1% | -0.3% | -16.5% |
| 6M | -8.6% | -36.3% | +27.7% | +2.1% |
| YTD | -16.2% | -44.9% | +28.7% | -1.6% |
| 1Y | -34.6% | -38.6% | +4.0% | -27.8% |
| 3Y | -14.5% | +4.0% | -18.4% | -30.9% |
| All | +17.1% | +99.8% | -82.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling