+12.1%
SNPS vs FPS
-17.4%
+29.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -0.7% |
| 7D | -0.6% | -20.9% | +20.2% | +2.4% |
| 30D | -9.8% | -46.3% | +36.5% | -2.1% |
| 3M | +11.7% | -42.9% | +54.6% | +19.9% |
| 6M | -10.9% | -46.8% | +35.9% | -4.8% |
| All | +12.1% | -17.4% | +29.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling