+1,917.9%
SNPS vs FN
+2,575.5%
-657.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.2% | +9.4% | -1.7% |
| 7D | -10.2% | -16.0% | +5.8% | -7.1% |
| 30D | -12.8% | -40.1% | +27.3% | -3.1% |
| 3M | +9.9% | -43.9% | +53.8% | +22.9% |
| 6M | -12.4% | -55.6% | +43.3% | +1.4% |
| YTD | -6.3% | -35.7% | +29.4% | -2.1% |
| 1Y | +7.6% | -39.8% | +47.5% | +13.6% |
| 3Y | -9.8% | +80.3% | -90.0% | -28.0% |
| 5Y | +29.2% | +143.3% | -114.1% | -5.1% |
| 10Y | +663.8% | +682.3% | -18.5% | +352.5% |
| All | +1,917.9% | +2,575.5% | -657.6% | +904.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling