+907.0%
SNPS vs USFR
+27.5%
+879.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | +0.1% | -11.1% | -11.0% |
| 30D | -1.7% | +0.3% | -2.0% | -1.8% |
| 3M | -20.4% | +1.0% | -21.4% | -20.5% |
| 6M | -8.6% | +1.9% | -10.6% | -9.1% |
| YTD | -16.2% | +2.6% | -18.8% | -16.7% |
| 1Y | -34.6% | +4.0% | -38.6% | -35.2% |
| 3Y | -14.5% | +14.1% | -28.6% | -17.5% |
| 5Y | +17.0% | +20.4% | -3.4% | +11.0% |
| 10Y | +560.0% | +28.0% | +532.0% | +519.6% |
| All | +907.0% | +27.5% | +879.5% | +850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling