-51.7%
FIG vs SNPS
+6.4%
-58.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -4.7% | -3.9% | -0.7% | -3.2% |
| 30D | +0.5% | -5.2% | +5.8% | +2.5% |
| 3M | -18.4% | +14.6% | -33.0% | -24.5% |
| 6M | +10.9% | -6.9% | +17.8% | +12.0% |
| YTD | -40.8% | -1.4% | -39.3% | -42.8% |
| 1Y | -51.7% | +11.2% | -62.9% | -56.6% |
| All | -51.7% | +6.4% | -58.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 1y: compounded portfolio wealth divided by compounded SNPS 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…
1y analysis · Full analysis span regression · 6 months rolling