+1,604.3%
SNPS vs FTI
+1,715.2%
-110.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.5% |
| 7D | +0.2% | -4.3% | +4.5% | +1.1% |
| 30D | -8.4% | -8.0% | -0.4% | -7.0% |
| 3M | +12.3% | -8.0% | +20.3% | +13.9% |
| 6M | -9.6% | -8.7% | -0.9% | -8.4% |
| YTD | -0.6% | +43.9% | -44.5% | -8.3% |
| 1Y | +18.7% | +49.8% | -31.1% | +8.5% |
| 3Y | -7.6% | +211.7% | -219.3% | -28.3% |
| 5Y | +34.1% | +781.6% | -747.5% | -18.5% |
| 10Y | +691.2% | +180.2% | +511.0% | +435.7% |
| All | +1,604.3% | +1,715.2% | -110.9% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling