+660.9%
SNPS vs FTAI
+2,658.1%
-1,997.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.4% |
| 7D | +1.1% | +0.2% | +0.8% | +0.9% |
| 30D | -5.2% | +10.7% | -15.8% | -7.3% |
| 3M | +10.6% | -16.4% | +27.0% | +12.9% |
| 6M | -10.6% | -32.2% | +21.6% | -6.1% |
| YTD | -3.1% | -7.7% | +4.6% | -5.1% |
| 1Y | +15.6% | +18.7% | -3.2% | +7.7% |
| 3Y | -12.9% | +354.3% | -367.3% | -40.8% |
| 5Y | +31.2% | +850.7% | -819.5% | -23.9% |
| All | +660.9% | +2,658.1% | -1,997.2% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling