+684.5%
SNPS vs FTV
+107.5%
+577.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -0.6% | +1.4% | -2.0% | -1.4% |
| 30D | -9.8% | +18.3% | -28.1% | -18.1% |
| 3M | +11.7% | +9.8% | +1.9% | +5.6% |
| 6M | -10.9% | +12.3% | -23.3% | -17.3% |
| YTD | -2.1% | +23.1% | -25.2% | -14.7% |
| 1Y | +14.8% | +32.5% | -17.8% | -4.5% |
| 3Y | -11.3% | +38.3% | -49.7% | -28.6% |
| 5Y | +36.2% | +16.8% | +19.4% | +18.6% |
| 10Y | +684.5% | +106.6% | +577.9% | +395.5% |
| All | +684.5% | +107.5% | +577.0% | +395.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling