+58.4%
SNPS vs FGI
-68.3%
+126.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.4% |
| 7D | -0.2% | +6.9% | -7.1% | -0.3% |
| 30D | -8.0% | +3.9% | -12.0% | -8.1% |
| 3M | +12.5% | +74.3% | -61.8% | +10.0% |
| 6M | -10.5% | +28.9% | -39.4% | -12.1% |
| YTD | -1.6% | +39.1% | -40.7% | -4.4% |
| 1Y | +16.8% | +49.3% | -32.5% | +13.1% |
| 3Y | -10.9% | +5.7% | -16.7% | -14.8% |
| All | +58.4% | -68.3% | +126.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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