-5.4%
FIG vs SNPS
-10.1%
+4.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -14.3% | -0.2% | -14.1% | -14.2% |
| 30D | -13.6% | -8.0% | -5.6% | -12.5% |
| 3M | -23.7% | +12.5% | -36.2% | -23.7% |
| 6M | -5.4% | -10.5% | +5.1% | -14.4% |
| All | -5.4% | -10.1% | +4.7% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling