+17.1%
SNPS vs FFIV
+91.3%
-74.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | -11.0% | -1.0% | -10.1% | -10.5% |
| 30D | -1.7% | -5.1% | +3.3% | +1.2% |
| 3M | -20.4% | -4.5% | -15.9% | -18.5% |
| 6M | -8.6% | +36.5% | -45.1% | -25.0% |
| YTD | -16.2% | +53.0% | -69.1% | -36.0% |
| 1Y | -34.6% | +24.2% | -58.8% | -43.7% |
| 3Y | -14.5% | +137.2% | -151.7% | -52.0% |
| All | +17.1% | +91.3% | -74.2% | -24.5% |
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