+16.5%
SNPS vs FTI
+1,110.9%
-1,094.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -5.8% | +12.3% | -18.1% | -8.0% |
| 3M | -17.2% | +13.8% | -31.0% | -19.6% |
| 6M | -10.4% | +24.3% | -34.7% | -14.7% |
| YTD | -16.5% | +75.8% | -92.3% | -26.1% |
| 1Y | -35.6% | +99.6% | -135.3% | -44.9% |
| 3Y | -14.6% | +278.4% | -293.0% | -36.2% |
| 5Y | +16.5% | +1,168.7% | -1,152.2% | -33.5% |
| All | +16.5% | +1,110.9% | -1,094.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling