-34.6%
SNPS vs FOXA
+9.1%
-43.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.9% |
| 7D | -11.0% | -4.0% | -7.1% | -10.4% |
| 30D | -1.7% | +12.0% | -13.7% | -3.9% |
| 3M | -20.4% | +0.3% | -20.6% | -20.4% |
| 6M | -8.6% | +12.5% | -21.1% | -13.4% |
| YTD | -16.2% | -9.6% | -6.5% | -8.3% |
| 1Y | -34.6% | +8.6% | -43.2% | -38.8% |
| All | -34.6% | +9.1% | -43.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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