+741.0%
SNPS vs FTV
+119.0%
+622.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -10.4% | +15.7% | -26.0% | -17.5% |
| 3M | +11.0% | +7.5% | +3.4% | +6.2% |
| 6M | -10.7% | +8.5% | -19.2% | -15.3% |
| YTD | -4.1% | +18.8% | -22.9% | -14.6% |
| 1Y | +13.7% | +28.5% | -14.8% | -3.5% |
| 3Y | -8.1% | +34.0% | -42.1% | -24.3% |
| 5Y | +32.2% | +12.6% | +19.6% | +17.9% |
| 10Y | +681.4% | +111.4% | +570.0% | +423.8% |
| All | +741.0% | +119.0% | +622.0% | +463.0% |
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 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