+910.6%
SNPS vs FWONK
+281.7%
+628.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -4.5% | -5.8% | +1.3% | -2.7% |
| 3M | -15.5% | +10.0% | -25.5% | -18.4% |
| 6M | -10.1% | +14.7% | -24.7% | -14.5% |
| YTD | -16.3% | -1.7% | -14.6% | -16.6% |
| 1Y | -34.9% | -4.6% | -30.3% | -34.4% |
| 3Y | -14.4% | +46.7% | -61.0% | -25.3% |
| 5Y | +17.9% | +99.4% | -81.5% | -6.4% |
| 10Y | +574.2% | +345.6% | +228.7% | +324.4% |
| All | +910.6% | +281.7% | +628.9% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling