+5,778.7%
SNPS vs FICO
+36,862.7%
-31,084.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -5.2% | +1.7% | -6.9% | -6.6% |
| 3M | +14.6% | -33.0% | +47.7% | +22.7% |
| 6M | -6.9% | -33.9% | +26.9% | -1.4% |
| YTD | -1.4% | -58.5% | +57.1% | +15.8% |
| 1Y | +11.2% | -56.4% | +67.5% | +28.6% |
| 3Y | -5.1% | -24.7% | +19.5% | -6.7% |
| 5Y | +35.5% | +83.1% | -47.6% | +6.2% |
| 10Y | +703.0% | +517.2% | +185.8% | +391.5% |
| All | +5,778.7% | +36,862.7% | -31,084.0% | +1,726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling