+534.7%
FLEX vs SNAP
-77.7%
+612.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.6% |
| 7D | +2.2% | -9.8% | +12.0% | +4.2% |
| 30D | -32.6% | -18.2% | -14.4% | -30.3% |
| 3M | -35.5% | -3.1% | -32.4% | -35.5% |
| 6M | -45.6% | -7.1% | -38.4% | -45.5% |
| YTD | +30.7% | -33.8% | +64.5% | +37.1% |
| 1Y | +28.4% | -39.0% | +67.4% | +36.5% |
| 3Y | +301.7% | -52.8% | +354.5% | +318.9% |
| 5Y | +473.3% | -90.0% | +563.2% | +595.0% |
| All | +534.7% | -77.7% | +612.5% | +376.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling