-15.6%
SNPS vs FFIV
+136.9%
-152.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -11.0% | -1.0% | -10.1% | -10.5% |
| 30D | -1.7% | -5.1% | +3.3% | +1.0% |
| 3M | -20.4% | -4.5% | -15.9% | -18.6% |
| 6M | -8.6% | +36.5% | -45.1% | -23.7% |
| YTD | -16.2% | +53.0% | -69.1% | -34.3% |
| 1Y | -34.6% | +24.2% | -58.8% | -42.7% |
| All | -15.6% | +136.9% | -152.5% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling