-79.1%
FIG vs SNPS
-38.9%
-40.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.0% | -2.3% |
| 7D | -16.3% | -11.0% | -5.3% | -12.5% |
| 30D | -14.3% | -1.7% | -12.6% | -13.7% |
| 3M | +7.2% | -20.4% | +27.5% | +16.1% |
| 6M | -18.6% | -8.6% | -10.0% | -17.8% |
| YTD | -35.5% | -16.2% | -19.3% | -32.5% |
| 1Y | -55.8% | -34.6% | -21.2% | -54.8% |
| All | -79.1% | -38.9% | -40.2% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling