+11.2%
SNPS vs FTV
+37.8%
-26.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.6% |
| 7D | -3.9% | +6.6% | -10.5% | -5.7% |
| 30D | -5.2% | +19.1% | -24.3% | -9.8% |
| 3M | +14.6% | +13.1% | +1.6% | +10.6% |
| 6M | -6.9% | +14.0% | -20.9% | -10.5% |
| YTD | -1.4% | +24.2% | -25.6% | -6.6% |
| 1Y | +11.2% | +36.4% | -25.2% | +9.1% |
| All | +11.2% | +37.8% | -26.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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