-18.7%
SNPS vs FRMI
-78.6%
+59.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | -4.6% | +10.9% | -15.5% | -5.1% |
| 30D | -3.3% | -24.3% | +21.0% | -2.2% |
| 3M | -13.8% | -21.8% | +8.0% | -13.6% |
| 6M | -8.2% | -33.0% | +24.8% | -7.9% |
| YTD | -15.4% | -32.6% | +17.2% | -15.1% |
| All | -18.7% | -78.6% | +59.8% | -18.5% |
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