+574.2%
SNPS vs FITB
+282.4%
+291.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -4.5% | -5.1% | +0.7% | -3.1% |
| 3M | -15.5% | +3.5% | -19.0% | -16.4% |
| 6M | -10.1% | +17.2% | -27.3% | -14.2% |
| YTD | -16.3% | +17.6% | -33.9% | -20.4% |
| 1Y | -34.9% | +23.4% | -58.3% | -39.0% |
| 3Y | -14.4% | +129.7% | -144.1% | -32.9% |
| 5Y | +17.9% | +68.4% | -50.5% | -1.3% |
| 10Y | +574.2% | +285.6% | +288.6% | +324.4% |
| All | +574.2% | +282.4% | +291.9% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling