+15.6%
SNPS vs FN
-25.5%
+41.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.8% |
| 30D | -5.2% | -16.5% | +11.4% | -2.4% |
| 3M | +10.6% | -42.1% | +52.7% | +20.7% |
| 6M | -10.6% | -52.9% | +42.3% | +0.5% |
| YTD | -3.1% | -28.0% | +24.9% | -1.8% |
| 1Y | +15.6% | -18.5% | +34.1% | +13.0% |
| All | +15.6% | -25.5% | +41.0% | +13.0% |
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 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