+15.9%
SNPS vs FN
-18.6%
+34.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -0.8% |
| 7D | -0.2% | +8.0% | -8.2% | -2.1% |
| 30D | -8.0% | -19.1% | +11.1% | -4.9% |
| 3M | +12.5% | -29.8% | +42.3% | +18.1% |
| 6M | -10.5% | -43.2% | +32.7% | -3.1% |
| YTD | -1.6% | -18.9% | +17.3% | -2.5% |
| All | +15.9% | -18.6% | +34.4% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling