+1,705.6%
SNPS vs FFIV
+7,518.9%
-5,813.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | -1.0% | -10.1% | -10.8% |
| 30D | -1.7% | -5.1% | +3.3% | -0.8% |
| 3M | -20.4% | -4.5% | -15.9% | -19.7% |
| 6M | -8.6% | +36.5% | -45.1% | -13.8% |
| YTD | -16.2% | +53.0% | -69.1% | -22.6% |
| 1Y | -34.6% | +24.2% | -58.8% | -37.3% |
| 3Y | -14.5% | +137.2% | -151.7% | -27.0% |
| 5Y | +17.0% | +91.8% | -74.8% | +3.7% |
| 10Y | +560.0% | +215.2% | +344.9% | +434.5% |
| All | +1,705.6% | +7,518.9% | -5,813.4% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling