+565.5%
SNPS vs USFR
+28.0%
+537.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -15.5% | +1.0% | -16.5% | -16.0% |
| 6M | -10.1% | +1.9% | -12.0% | -11.2% |
| YTD | -16.3% | +2.7% | -18.9% | -17.8% |
| 1Y | -34.9% | +4.0% | -38.9% | -36.7% |
| 3Y | -14.4% | +14.0% | -28.4% | -22.6% |
| 5Y | +17.9% | +20.4% | -2.5% | +1.3% |
| All | +565.5% | +28.0% | +537.5% | +458.2% |
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