-34.6%
SNPS vs FTI
+108.8%
-143.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -11.0% | +5.3% | -16.3% | -11.2% |
| 30D | -1.7% | +15.3% | -17.1% | -2.0% |
| 3M | -20.4% | +15.8% | -36.1% | -20.5% |
| 6M | -8.6% | +22.6% | -31.2% | -8.5% |
| YTD | -16.2% | +79.5% | -95.7% | -9.6% |
| 1Y | -34.6% | +102.0% | -136.6% | -32.7% |
| All | -34.6% | +108.8% | -143.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling