+558.6%
SNPS vs FIX
+5,813.3%
-5,254.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.9% |
| 7D | -11.0% | +6.0% | -17.1% | -12.5% |
| 30D | -1.7% | -7.2% | +5.5% | 0.0% |
| 3M | -20.4% | -15.9% | -4.5% | -17.6% |
| 6M | -8.6% | +12.7% | -21.4% | -13.9% |
| YTD | -16.2% | +72.8% | -88.9% | -30.6% |
| 1Y | -34.6% | +122.9% | -157.5% | -50.6% |
| 3Y | -14.5% | +774.3% | -788.8% | -59.1% |
| 5Y | +17.0% | +2,049.5% | -2,032.5% | -56.8% |
| All | +558.6% | +5,813.3% | -5,254.7% | +88.7% |
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