+98.5%
FLEX vs SNAP
-24.3%
+122.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -10.1% | +2.6% | -12.8% | -10.8% |
| 3M | -31.3% | -9.9% | -21.5% | -30.3% |
| 6M | +71.3% | +1.9% | +69.4% | +65.9% |
| YTD | +81.2% | -32.2% | +113.5% | +84.3% |
| 1Y | +98.5% | -22.8% | +121.3% | +106.7% |
| All | +98.5% | -24.3% | +122.8% | +106.7% |
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