+57.7%
SNPS vs FGI
-70.0%
+127.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | -9.8% | -3.4% | -6.5% | -9.8% |
| 3M | +11.7% | +61.8% | -50.0% | +9.5% |
| 6M | -10.9% | +17.0% | -28.0% | -12.4% |
| YTD | -2.1% | +31.4% | -33.5% | -4.8% |
| 1Y | +14.8% | +42.7% | -27.9% | +11.2% |
| 3Y | -11.3% | -0.1% | -11.2% | -15.1% |
| All | +57.7% | -70.0% | +127.7% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling