+434.7%
SNPS vs FND
+66.0%
+368.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.9% |
| 7D | -11.0% | -5.2% | -5.8% | -9.8% |
| 30D | -1.7% | -19.9% | +18.1% | +4.1% |
| 3M | -20.4% | +2.7% | -23.1% | -21.9% |
| 6M | -8.6% | -21.7% | +13.1% | -4.1% |
| YTD | -16.2% | -17.5% | +1.4% | -13.8% |
| 1Y | -34.6% | -39.3% | +4.7% | -26.7% |
| 3Y | -14.5% | -49.8% | +35.3% | -3.1% |
| 5Y | +17.0% | -60.1% | +77.1% | +34.9% |
| All | +434.7% | +66.0% | +368.6% | +343.9% |
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