+708.4%
SNPS vs FTAI
+2,582.9%
-1,874.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.1% |
| 7D | -11.0% | +0.7% | -11.7% | -11.2% |
| 30D | -1.7% | -12.1% | +10.3% | +0.1% |
| 3M | -20.4% | -21.3% | +1.0% | -17.7% |
| 6M | -8.6% | -30.2% | +21.6% | -4.9% |
| YTD | -16.2% | +0.3% | -16.4% | -18.3% |
| 1Y | -34.6% | +27.2% | -61.7% | -39.3% |
| 3Y | -14.5% | +443.9% | -458.3% | -41.6% |
| 5Y | +17.0% | +853.5% | -836.6% | -29.1% |
| 10Y | +560.0% | +3,169.1% | -2,609.1% | +246.2% |
| All | +708.4% | +2,582.9% | -1,874.5% | +314.2% |
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