+31.7%
SNPS vs FFIV
+35.3%
-3.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.4% |
| 30D | -5.2% | -32.4% | +27.2% | +15.1% |
| 3M | +10.6% | -25.7% | +36.2% | +26.1% |
| 6M | -10.6% | -13.5% | +2.9% | -7.5% |
| YTD | -3.1% | +21.1% | -24.2% | -19.2% |
| 1Y | +15.6% | +29.4% | -13.9% | -7.8% |
| 3Y | -12.9% | +94.9% | -107.8% | -48.6% |
| All | +31.7% | +35.3% | -3.7% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling