+13.7%
SNPS vs FIX
+3.4%
+10.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +1.1% |
| 7D | -3.7% | -17.5% | +13.8% | -0.3% |
| 30D | -10.4% | -41.6% | +31.2% | -0.7% |
| 3M | +11.0% | -40.6% | +51.5% | +22.3% |
| 6M | -10.7% | -49.4% | +38.7% | +0.7% |
| YTD | -4.1% | +9.2% | -13.3% | -10.7% |
| 1Y | +13.7% | +6.5% | +7.3% | +7.4% |
| All | +13.7% | +3.4% | +10.3% | +7.4% |
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