-12.9%
SNPS vs FIX
+503.5%
-516.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +1.1% | +9.4% | -8.4% | -1.5% |
| 30D | -5.2% | -27.8% | +22.6% | +2.7% |
| 3M | +10.6% | -35.6% | +46.1% | +22.9% |
| 6M | -10.6% | -45.2% | +34.6% | +2.8% |
| YTD | -3.1% | +19.5% | -22.6% | -13.2% |
| 1Y | +15.6% | +24.2% | -8.7% | +1.9% |
| 3Y | -12.9% | +494.2% | -507.1% | -58.9% |
| All | -12.9% | +503.5% | -516.4% | -58.9% |
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