+287.0%
FLEX vs SNAP
-54.3%
+341.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -13.6% | -10.6% | -3.1% | -11.8% |
| 30D | -36.5% | -19.7% | -16.8% | -33.9% |
| 3M | -36.4% | -6.5% | -29.9% | -35.9% |
| 6M | -46.5% | -17.8% | -28.7% | -45.1% |
| YTD | +25.9% | -38.0% | +64.0% | +34.3% |
| 1Y | +19.6% | -42.5% | +62.0% | +29.3% |
| 3Y | +287.0% | -55.8% | +342.8% | +272.0% |
| All | +287.0% | -54.3% | +341.3% | +272.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling