-10.1%
SNPS vs FFIV
+102.8%
-112.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -2.3% |
| 7D | -10.2% | -14.2% | +4.1% | -3.6% |
| 30D | -12.8% | -33.6% | +20.8% | +3.9% |
| 3M | +9.9% | -24.2% | +34.1% | +21.2% |
| 6M | -12.4% | -8.3% | -4.1% | -13.2% |
| YTD | -6.3% | +22.1% | -28.4% | -21.2% |
| 1Y | +7.6% | +26.5% | -18.8% | -11.5% |
| All | -10.1% | +102.8% | -112.9% | -40.0% |
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 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