+17.9%
SNPS vs FOXA
+87.1%
-69.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -5.5% | -5.4% | 0.0% | -3.9% |
| 30D | -4.5% | +1.1% | -5.6% | -5.0% |
| 3M | -15.5% | -6.1% | -9.4% | -14.6% |
| 6M | -10.1% | +8.2% | -18.3% | -13.9% |
| YTD | -16.3% | -11.8% | -4.5% | -13.8% |
| 1Y | -34.9% | +9.9% | -44.9% | -38.2% |
| 3Y | -14.4% | +110.7% | -125.1% | -35.1% |
| 5Y | +17.9% | +86.9% | -69.0% | -7.2% |
| All | +17.9% | +87.1% | -69.2% | -7.2% |
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