+35.0%
SNPS vs FGI
-70.4%
+105.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.5% | -12.9% | -5.5% |
| 7D | -11.0% | +0.5% | -11.6% | -11.0% |
| 30D | -1.7% | +65.4% | -67.1% | -3.7% |
| 3M | -20.4% | +23.5% | -43.9% | -21.5% |
| 6M | -8.6% | +60.5% | -69.1% | -11.4% |
| YTD | -16.2% | +30.0% | -46.2% | -18.4% |
| 1Y | -34.6% | +82.1% | -116.6% | -37.5% |
| 3Y | -14.5% | -4.4% | -10.1% | -17.9% |
| All | +35.0% | -70.4% | +105.4% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling