-14.9%
SNPS vs FIVN
-55.7%
+40.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.0% |
| 7D | -5.5% | -9.6% | +4.1% | -3.2% |
| 30D | -4.5% | -11.9% | +7.4% | -1.7% |
| 3M | -15.5% | +40.1% | -55.6% | -23.0% |
| 6M | -10.1% | +68.3% | -78.4% | -23.5% |
| YTD | -16.3% | +51.5% | -67.8% | -27.3% |
| 1Y | -34.9% | +15.1% | -50.1% | -39.1% |
| All | -14.9% | -55.7% | +40.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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