+16.5%
SNPS vs FND
-61.9%
+78.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.9% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -5.8% | -23.6% | +17.8% | +2.0% |
| 3M | -17.2% | +4.3% | -21.5% | -19.6% |
| 6M | -10.4% | -20.3% | +9.9% | -5.9% |
| YTD | -16.5% | -21.3% | +4.8% | -12.8% |
| 1Y | -35.6% | -45.4% | +9.7% | -23.8% |
| 3Y | -14.6% | -48.9% | +34.3% | -3.0% |
| 5Y | +16.5% | -61.0% | +77.5% | +43.3% |
| All | +16.5% | -61.9% | +78.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling