+572.1%
SNPS vs USFR
+28.0%
+544.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -3.3% | +0.3% | -3.7% | -3.5% |
| 3M | -13.8% | +1.0% | -14.7% | -14.3% |
| 6M | -8.2% | +1.9% | -10.1% | -9.3% |
| YTD | -15.4% | +2.7% | -18.1% | -17.0% |
| 1Y | +2.4% | +4.0% | -1.6% | -0.4% |
| 3Y | -13.5% | +14.1% | -27.6% | -21.8% |
| 5Y | +19.5% | +20.5% | -1.0% | +2.6% |
| All | +572.1% | +28.0% | +544.1% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling