-14.0%
SNPS vs FTV
-0.9%
-13.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | -11.0% | -4.5% | -6.5% | -8.7% |
| 30D | -1.7% | -7.1% | +5.3% | +2.3% |
| 3M | -20.4% | -7.2% | -13.2% | -17.4% |
| 6M | -8.6% | -1.5% | -7.1% | -8.5% |
| YTD | -16.2% | +3.5% | -19.6% | -19.3% |
| 1Y | -34.6% | +20.3% | -54.9% | -43.2% |
| All | -14.0% | -0.9% | -13.1% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling