+762.8%
SNPS vs FTV
+127.5%
+635.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | -8.0% | +18.3% | -26.4% | -16.4% |
| 3M | +12.5% | +10.2% | +2.3% | +6.2% |
| 6M | -10.5% | +12.8% | -23.3% | -16.9% |
| YTD | -1.6% | +23.4% | -25.0% | -14.2% |
| 1Y | +16.8% | +31.4% | -14.6% | -2.0% |
| 3Y | -10.9% | +38.7% | -49.6% | -28.0% |
| 5Y | +35.8% | +18.6% | +17.2% | +17.7% |
| 10Y | +675.0% | +110.1% | +564.8% | +414.4% |
| All | +762.8% | +127.5% | +635.3% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling