+11.2%
SNPS vs FIX
+14.3%
-3.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.1% | +15.1% | +3.1% |
| 7D | -3.9% | -18.9% | +15.0% | 0.0% |
| 30D | -5.2% | -36.3% | +31.1% | +3.2% |
| 3M | +14.6% | -38.5% | +53.1% | +25.4% |
| 6M | -6.9% | -42.3% | +35.3% | +2.2% |
| YTD | -1.4% | +17.1% | -18.5% | -9.6% |
| 1Y | +11.2% | +14.4% | -3.2% | +3.2% |
| All | +11.2% | +14.3% | -3.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling