+527.4%
SNPS vs FND
+68.8%
+458.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.2% | -4.4% | +4.2% | +1.1% |
| 30D | -8.0% | +14.5% | -22.5% | -11.7% |
| 3M | +12.5% | -15.6% | +28.1% | +16.8% |
| 6M | -10.5% | +4.7% | -15.2% | -13.5% |
| YTD | -1.6% | -16.1% | +14.5% | 0.0% |
| 1Y | +16.8% | -16.0% | +32.8% | +18.5% |
| 3Y | -10.9% | -35.5% | +24.6% | -6.4% |
| 5Y | +35.8% | -60.5% | +96.3% | +56.1% |
| All | +527.4% | +68.8% | +458.6% | +415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling