+675.0%
SNPS vs FN
+850.1%
-175.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -1.2% |
| 7D | -0.2% | +8.0% | -8.2% | -2.9% |
| 30D | -8.0% | -19.1% | +11.1% | -3.5% |
| 3M | +12.5% | -29.8% | +42.3% | +21.4% |
| 6M | -10.5% | -43.2% | +32.7% | +0.4% |
| YTD | -1.6% | -18.9% | +17.3% | -3.9% |
| 1Y | +16.8% | -17.9% | +34.7% | +12.8% |
| 3Y | -10.9% | +120.1% | -131.1% | -40.9% |
| 5Y | +35.8% | +206.7% | -170.9% | -22.1% |
| 10Y | +675.0% | +804.7% | -129.7% | +235.0% |
| All | +675.0% | +850.1% | -175.1% | +235.0% |
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