-19.6%
SNPS vs FRMI
-78.0%
+58.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | -5.5% | +15.9% | -21.4% | -6.2% |
| 30D | -4.5% | -6.0% | +1.5% | -4.5% |
| 3M | -15.5% | -1.6% | -13.9% | -16.5% |
| 6M | -10.1% | -30.7% | +20.6% | -10.0% |
| YTD | -16.3% | -30.9% | +14.6% | -16.1% |
| All | -19.6% | -78.0% | +58.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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