+691.2%
SNPS vs FFIV
+132.4%
+558.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.5% |
| 7D | +0.2% | -2.1% | +2.3% | +1.3% |
| 30D | -8.4% | -33.8% | +25.3% | +10.7% |
| 3M | +12.3% | -20.6% | +32.9% | +22.8% |
| 6M | -9.6% | -10.2% | +0.7% | -7.6% |
| YTD | -0.6% | +24.5% | -25.1% | -15.1% |
| 1Y | +18.7% | +29.3% | -10.6% | -0.9% |
| 3Y | -7.6% | +103.8% | -111.4% | -40.2% |
| 5Y | +34.1% | +40.9% | -6.8% | +2.7% |
| 10Y | +691.2% | +126.6% | +564.6% | +360.0% |
| All | +691.2% | +132.4% | +558.8% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling