-11.6%
SNPS vs FFIV
+102.3%
-113.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.2% | -2.9% | +2.8% | +1.3% |
| 30D | -8.0% | -32.4% | +24.4% | +8.7% |
| 3M | +12.5% | -22.7% | +35.2% | +23.2% |
| 6M | -10.5% | -10.7% | +0.2% | -9.7% |
| YTD | -1.6% | +25.4% | -27.0% | -18.3% |
| 1Y | +16.8% | +34.2% | -17.4% | -6.7% |
| All | -11.6% | +102.3% | -113.9% | -41.4% |
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