-6.9%
SNPS vs FRMI
-89.6%
+82.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +26.7% | -28.3% | -3.0% |
| 7D | +1.1% | +66.2% | -65.2% | -2.1% |
| 30D | -5.2% | -17.4% | +12.3% | -4.9% |
| 3M | +10.6% | -60.5% | +71.0% | +14.6% |
| 6M | -10.6% | -56.5% | +45.9% | -9.0% |
| YTD | -3.1% | -67.4% | +64.3% | 0.0% |
| 1Y | +15.6% | -85.1% | +100.6% | +20.8% |
| All | -6.9% | -89.6% | +82.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling