-80.9%
FIG vs SNPS
-39.0%
-41.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -14.5% | -5.5% | -9.0% | -12.6% |
| 30D | -13.3% | -4.5% | -8.8% | -11.7% |
| 3M | +7.4% | -15.5% | +22.9% | +13.8% |
| 6M | -27.8% | -10.1% | -17.7% | -26.6% |
| YTD | -41.1% | -16.3% | -24.8% | -38.4% |
| 1Y | -58.7% | -34.9% | -23.8% | -58.0% |
| All | -80.9% | -39.0% | -41.9% | -81.0% |
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