+28.4%
SNPS vs FITB
+45.7%
-17.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.0% |
| YTD | -6.3% | +17.0% | -23.3% | -11.9% |
| 1Y | +7.6% | +29.9% | -22.3% | -2.5% |
| 3Y | -9.8% | +124.8% | -134.6% | -32.9% |
| All | +28.4% | +45.7% | -17.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling