+684.5%
SNPS vs USFR
+28.5%
+656.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -9.8% | +0.4% | -10.2% | -10.0% |
| 3M | +11.7% | +1.1% | +10.7% | +11.1% |
| 6M | -10.9% | +2.1% | -13.0% | -12.0% |
| YTD | -2.1% | +3.4% | -5.5% | -4.2% |
| 1Y | +14.8% | +4.1% | +10.7% | +11.7% |
| 3Y | -11.3% | +14.4% | -25.8% | -20.0% |
| 5Y | +36.2% | +21.4% | +14.8% | +16.1% |
| 10Y | +684.5% | +28.5% | +656.0% | +544.3% |
| All | +684.5% | +28.5% | +656.0% | +544.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling