-10.1%
SNPS vs FITB
+124.9%
-135.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.1% |
| 7D | -10.2% | -1.8% | -8.4% | -9.6% |
| 30D | -12.8% | +4.8% | -17.6% | -14.2% |
| 3M | +9.9% | -6.4% | +16.3% | +12.2% |
| 6M | -12.4% | +7.9% | -20.3% | -14.9% |
| YTD | -6.3% | +17.0% | -23.3% | -12.1% |
| 1Y | +7.6% | +29.9% | -22.3% | -2.8% |
| All | -10.1% | +124.9% | -135.1% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling