-35.1%
SNPS vs FITB
+24.1%
-59.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -5.5% | +2.8% | -8.3% | -6.2% |
| 30D | -5.8% | -4.5% | -1.2% | -4.6% |
| 3M | -17.2% | +5.7% | -22.9% | -18.3% |
| 6M | -10.4% | +17.1% | -27.5% | -15.3% |
| YTD | -16.5% | +18.3% | -34.9% | -21.4% |
| All | -35.1% | +24.1% | -59.2% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling