+691.2%
SNPS vs FIX
+4,032.2%
-3,341.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +1.0% |
| 7D | +0.2% | -7.2% | +7.4% | +1.6% |
| 30D | -8.4% | -35.1% | +26.7% | +2.4% |
| 3M | +12.3% | -34.3% | +46.5% | +24.6% |
| 6M | -9.6% | -42.9% | +33.3% | +3.1% |
| YTD | -0.6% | +19.5% | -20.0% | -10.0% |
| 1Y | +18.7% | +16.8% | +1.9% | +7.8% |
| 3Y | -7.6% | +506.7% | -514.3% | -52.1% |
| 5Y | +34.1% | +1,046.7% | -1,012.6% | -43.3% |
| 10Y | +691.2% | +3,800.0% | -3,108.8% | +137.8% |
| All | +691.2% | +4,032.2% | -3,341.0% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling