-15.6%
SNPS vs FIX
+782.4%
-798.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.9% |
| 7D | -11.0% | +6.0% | -17.1% | -12.4% |
| 30D | -1.7% | -7.2% | +5.5% | 0.0% |
| 3M | -20.4% | -15.9% | -4.5% | -17.7% |
| 6M | -8.6% | +12.7% | -21.4% | -14.1% |
| YTD | -16.2% | +72.8% | -88.9% | -31.0% |
| 1Y | -34.6% | +122.9% | -157.5% | -51.1% |
| All | -15.6% | +782.4% | -798.1% | -59.9% |
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