+31.7%
SNPS vs FOXA
+76.9%
-45.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.7% |
| 7D | +1.1% | +2.7% | -1.6% | +0.3% |
| 30D | -5.2% | +10.0% | -15.1% | -7.8% |
| 3M | +10.6% | +5.0% | +5.6% | +8.3% |
| 6M | -10.6% | +3.4% | -14.0% | -12.8% |
| YTD | -3.1% | -5.5% | +2.4% | -2.5% |
| 1Y | +15.6% | +5.5% | +10.0% | +11.4% |
| 3Y | -12.9% | +139.3% | -152.2% | -38.0% |
| All | +31.7% | +76.9% | -45.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling