+574.2%
SNPS vs FTI
+297.7%
+276.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -5.5% | -2.3% | -3.1% | -5.1% |
| 30D | -4.5% | +5.0% | -9.5% | -5.2% |
| 3M | -15.5% | +13.8% | -29.3% | -17.3% |
| 6M | -10.1% | +22.9% | -33.0% | -13.2% |
| YTD | -16.3% | +75.0% | -91.3% | -23.5% |
| 1Y | -34.9% | +96.9% | -131.8% | -41.9% |
| 3Y | -14.4% | +276.7% | -291.1% | -31.2% |
| 5Y | +17.9% | +1,157.0% | -1,139.1% | -21.6% |
| 10Y | +574.2% | +310.7% | +263.6% | +357.6% |
| All | +574.2% | +297.7% | +276.6% | +357.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling