+660.9%
SNPS vs FTI
+189.4%
+471.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | +1.1% | +4.3% | -3.3% | +0.4% |
| 30D | -5.2% | -4.7% | -0.5% | -4.5% |
| 3M | +10.6% | -13.5% | +24.1% | +12.9% |
| 6M | -10.6% | -8.7% | -1.9% | -9.7% |
| YTD | -3.1% | +49.0% | -52.1% | -9.4% |
| 1Y | +15.6% | +54.0% | -38.5% | +7.4% |
| 3Y | -12.9% | +211.6% | -224.6% | -28.0% |
| 5Y | +31.2% | +881.9% | -850.7% | -9.6% |
| All | +660.9% | +189.4% | +471.6% | +449.6% |
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