-7.6%
SNPS vs FTI
+210.5%
-218.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.5% |
| 7D | +0.2% | -4.3% | +4.5% | +1.4% |
| 30D | -8.4% | -8.0% | -0.4% | -6.5% |
| 3M | +12.3% | -8.0% | +20.3% | +14.3% |
| 6M | -9.6% | -8.7% | -0.9% | -8.1% |
| YTD | -0.6% | +43.9% | -44.5% | -12.0% |
| 1Y | +18.7% | +49.8% | -31.1% | +3.6% |
| 3Y | -7.6% | +211.7% | -219.3% | -34.1% |
| All | -7.6% | +210.5% | -218.1% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling