+16.8%
SNPS vs FTI
+50.1%
-33.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -8.0% | -6.3% | -1.8% | -7.2% |
| 3M | +12.5% | -13.1% | +25.6% | +14.7% |
| 6M | -10.5% | -8.0% | -2.5% | -9.6% |
| YTD | -1.6% | +47.1% | -48.7% | -7.6% |
| 1Y | +16.8% | +50.7% | -33.9% | +8.6% |
| All | +16.8% | +50.1% | -33.2% | +8.6% |
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 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