+25.0%
FLEX vs SNAP
-22.3%
+47.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.9% | -18.2% | -13.0% |
| 7D | -17.0% | -0.7% | -16.3% | -16.9% |
| 30D | -33.8% | +5.5% | -39.4% | -34.3% |
| 3M | -39.0% | +2.2% | -41.3% | -39.3% |
| 6M | -15.9% | -4.1% | -11.8% | -15.1% |
| YTD | +27.8% | -26.6% | +54.5% | +25.6% |
| 1Y | +25.0% | -20.7% | +45.7% | +21.7% |
| All | +25.0% | -22.3% | +47.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling