+663.1%
SNPS vs FFIV
+126.1%
+537.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.5% |
| 7D | -3.7% | -8.1% | +4.5% | +0.5% |
| 30D | -10.4% | -33.4% | +23.0% | +7.9% |
| 3M | +11.0% | -24.7% | +35.7% | +24.7% |
| 6M | -10.7% | -8.8% | -1.8% | -9.6% |
| YTD | -4.1% | +21.8% | -25.9% | -17.2% |
| 1Y | +13.7% | +25.3% | -11.6% | -3.5% |
| 3Y | -8.1% | +101.2% | -109.2% | -40.1% |
| 5Y | +32.2% | +40.2% | -8.0% | +1.6% |
| All | +663.1% | +126.1% | +537.0% | +341.1% |
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