+574.2%
SNPS vs FTV
+78.2%
+496.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | -5.5% | -1.3% | -4.2% | -4.8% |
| 30D | -4.5% | -9.5% | +5.0% | +1.1% |
| 3M | -15.5% | -10.9% | -4.6% | -10.1% |
| 6M | -10.1% | -0.6% | -9.4% | -10.3% |
| YTD | -16.3% | +1.4% | -17.7% | -18.3% |
| 1Y | -34.9% | +17.6% | -52.6% | -41.9% |
| 3Y | -14.4% | -3.3% | -11.1% | -15.2% |
| 5Y | +17.9% | -0.1% | +18.0% | +13.0% |
| 10Y | +574.2% | +82.5% | +491.8% | +380.2% |
| All | +574.2% | +78.2% | +496.1% | +380.2% |
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