+849.7%
SNPS vs FTAI
+2,405.9%
-1,556.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | +5.1% | +12.9% | -7.8% | +2.8% |
| 30D | -6.4% | +9.9% | -16.3% | -8.3% |
| 3M | +12.2% | -19.1% | +31.3% | +15.1% |
| 6M | -9.8% | -30.9% | +21.0% | -5.8% |
| YTD | -1.5% | -6.3% | +4.8% | -3.6% |
| 1Y | +16.0% | +20.0% | -4.0% | +8.4% |
| 3Y | -10.8% | +363.0% | -373.8% | -37.8% |
| 5Y | +33.3% | +864.8% | -831.5% | -19.4% |
| 10Y | +675.9% | +2,705.3% | -2,029.3% | +311.3% |
| All | +849.7% | +2,405.9% | -1,556.2% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling