+675.0%
SNPS vs FIX
+3,814.3%
-3,139.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.9% |
| 7D | -0.2% | +6.4% | -6.6% | -2.1% |
| 30D | -8.0% | -29.1% | +21.0% | +0.3% |
| 3M | +12.5% | -31.1% | +43.6% | +23.1% |
| 6M | -10.5% | -42.8% | +32.3% | +2.0% |
| YTD | -1.6% | +24.6% | -26.3% | -12.0% |
| 1Y | +16.8% | +21.9% | -5.1% | +4.7% |
| 3Y | -10.9% | +524.9% | -535.8% | -54.3% |
| 5Y | +35.8% | +1,092.2% | -1,056.4% | -43.3% |
| 10Y | +675.0% | +3,759.0% | -3,084.1% | +131.6% |
| All | +675.0% | +3,814.3% | -3,139.3% | +131.6% |
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