+5,829.8%
SNPS vs FITB
+1,315.2%
+4,514.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.2% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | -8.4% | +7.3% | -15.8% | -9.7% |
| 3M | +12.3% | -4.0% | +16.2% | +13.0% |
| 6M | -9.6% | +11.9% | -21.5% | -11.7% |
| YTD | -0.6% | +19.0% | -19.6% | -4.2% |
| 1Y | +18.7% | +31.0% | -12.3% | +12.3% |
| 3Y | -7.6% | +143.8% | -151.3% | -22.7% |
| 5Y | +34.1% | +48.9% | -14.8% | +21.3% |
| 10Y | +691.2% | +236.6% | +454.6% | +484.6% |
| All | +5,829.8% | +1,315.2% | +4,514.6% | +2,165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling