-10.1%
SNPS vs FIX
+420.3%
-430.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.6% | +6.7% | -1.7% |
| 7D | -10.2% | -27.2% | +17.1% | -2.7% |
| 30D | -12.8% | -46.9% | +34.1% | +2.6% |
| 3M | +9.9% | -44.4% | +54.3% | +27.3% |
| 6M | -12.4% | -50.9% | +38.5% | +3.8% |
| YTD | -6.3% | +3.5% | -9.8% | -12.6% |
| 1Y | +7.6% | -2.1% | +9.7% | +1.7% |
| All | -10.1% | +420.3% | -430.4% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling