-4.5%
SNPS vs FPS
+24.3%
-28.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.9% |
| 7D | -5.5% | +10.4% | -15.9% | -7.0% |
| 30D | -5.8% | -16.5% | +10.8% | -3.2% |
| 3M | -17.2% | -45.5% | +28.3% | -10.2% |
| 6M | -10.4% | +2.1% | -12.5% | -13.2% |
| All | -4.5% | +24.3% | -28.8% | -9.1% |
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