+16.5%
SNPS vs FTV
+4.3%
+12.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -5.5% | -0.4% | -5.1% | -5.2% |
| 30D | -5.8% | -8.3% | +2.6% | -0.1% |
| 3M | -17.2% | -7.4% | -9.8% | -13.4% |
| 6M | -10.4% | -1.2% | -9.2% | -10.5% |
| YTD | -16.5% | +2.7% | -19.2% | -20.0% |
| 1Y | -35.6% | +18.4% | -54.1% | -44.7% |
| 3Y | -14.6% | -2.0% | -12.6% | -17.1% |
| 5Y | +16.5% | +3.4% | +13.1% | +5.0% |
| All | +16.5% | +4.3% | +12.2% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling