-83.6%
FIG vs SNPS
-28.3%
-55.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -14.3% | -0.2% | -14.1% | -14.0% |
| 30D | -13.6% | -8.0% | -5.6% | -11.1% |
| 3M | -23.7% | +12.5% | -36.2% | -27.4% |
| 6M | -5.4% | -10.5% | +5.1% | -3.2% |
| YTD | -49.2% | -1.6% | -47.6% | -50.3% |
| 1Y | -57.4% | +16.8% | -74.2% | -60.1% |
| All | -83.6% | -28.3% | -55.2% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling