+663.1%
SNPS vs FN
+753.0%
-89.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.7% | -9.4% | -1.0% |
| 7D | -3.7% | 0.0% | -3.6% | -4.5% |
| 30D | -10.4% | -34.3% | +23.9% | -0.1% |
| 3M | +11.0% | -39.9% | +50.8% | +25.4% |
| 6M | -10.7% | -51.8% | +41.1% | +5.1% |
| YTD | -4.1% | -28.1% | +24.0% | -2.9% |
| 1Y | +13.7% | -29.1% | +42.8% | +14.7% |
| 3Y | -8.1% | +102.4% | -110.5% | -37.5% |
| 5Y | +32.2% | +171.7% | -139.5% | -21.3% |
| All | +663.1% | +753.0% | -89.9% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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