+572.5%
SNPS vs FWONK
+340.2%
+232.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -3.6% | -7.7% | +4.1% | -1.0% |
| 3M | -12.9% | +5.7% | -18.6% | -15.0% |
| 6M | -8.2% | +13.5% | -21.7% | -12.9% |
| YTD | -15.4% | -3.0% | -12.4% | -15.4% |
| 1Y | -9.3% | -6.4% | -2.9% | -8.4% |
| 3Y | -14.0% | +43.8% | -57.8% | -25.6% |
| 5Y | +19.5% | +98.6% | -79.1% | -7.3% |
| All | +572.5% | +340.2% | +232.3% | +340.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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