+22.3%
SNPS vs FRSH
-72.0%
+94.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.5% | +0.9% |
| 7D | -5.5% | -10.1% | +4.6% | -2.7% |
| 30D | -5.8% | +2.2% | -8.0% | -6.4% |
| 3M | -17.2% | +28.6% | -45.8% | -23.2% |
| 6M | -10.4% | +40.2% | -50.6% | -19.3% |
| YTD | -16.5% | -1.2% | -15.3% | -18.0% |
| 1Y | -35.6% | -7.9% | -27.7% | -35.4% |
| 3Y | -14.6% | -44.7% | +30.1% | -5.9% |
| All | +22.3% | -72.0% | +94.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling