-8.1%
SNPS vs FIX
+448.6%
-456.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +0.8% |
| 7D | -3.7% | -17.5% | +13.8% | +0.8% |
| 30D | -10.4% | -41.6% | +31.2% | +2.8% |
| 3M | +11.0% | -40.6% | +51.5% | +26.2% |
| 6M | -10.7% | -49.4% | +38.7% | +4.9% |
| YTD | -4.1% | +9.2% | -13.3% | -11.9% |
| 1Y | +13.7% | +6.5% | +7.3% | +4.9% |
| 3Y | -8.1% | +448.7% | -456.8% | -55.4% |
| All | -8.1% | +448.6% | -456.7% | -55.4% |
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 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