+558.6%
SNPS vs FN
+900.0%
-341.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -6.3% |
| 7D | -11.0% | -1.7% | -9.3% | -10.6% |
| 30D | -1.7% | -22.0% | +20.2% | +4.2% |
| 3M | -20.4% | -43.0% | +22.7% | -8.9% |
| 6M | -8.6% | -27.7% | +19.1% | -5.1% |
| YTD | -16.2% | -10.5% | -5.6% | -19.3% |
| 1Y | -34.6% | +12.5% | -47.1% | -42.1% |
| 3Y | -14.5% | +153.8% | -168.3% | -44.8% |
| 5Y | +17.0% | +288.0% | -271.0% | -36.3% |
| All | +558.6% | +900.0% | -341.4% | +176.9% |
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