+1,094.0%
SNPS vs USFR
+28.5%
+1,065.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -8.4% | +0.4% | -8.8% | -8.5% |
| 3M | +12.3% | +1.1% | +11.2% | +12.0% |
| 6M | -9.6% | +2.0% | -11.6% | -10.0% |
| YTD | -0.6% | +3.4% | -4.0% | -1.4% |
| 1Y | +18.7% | +4.1% | +14.6% | +17.5% |
| 3Y | -7.6% | +14.3% | -21.9% | -10.9% |
| 5Y | +34.1% | +21.3% | +12.8% | +27.1% |
| 10Y | +691.2% | +28.5% | +662.7% | +641.9% |
| All | +1,094.0% | +28.5% | +1,065.5% | +1,025.5% |
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