+28.4%
SNPS vs FIX
+880.5%
-852.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.6% | +6.7% | -1.3% |
| 7D | -10.2% | -27.2% | +17.1% | -1.6% |
| 30D | -12.8% | -46.9% | +34.1% | +5.0% |
| 3M | +9.9% | -44.4% | +54.3% | +29.8% |
| 6M | -12.4% | -50.9% | +38.5% | +6.1% |
| YTD | -6.3% | +3.5% | -9.8% | -13.4% |
| 1Y | +7.6% | -2.1% | +9.7% | +0.9% |
| 3Y | -9.8% | +418.7% | -428.5% | -61.0% |
| All | +28.4% | +880.5% | -852.1% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling