+663.2%
FLEX vs SNAP
-92.8%
+756.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -10.1% | +2.6% | -12.8% | -10.8% |
| 3M | -31.3% | -9.9% | -21.5% | -30.8% |
| 6M | +71.3% | +1.9% | +69.4% | +68.4% |
| YTD | +81.2% | -32.2% | +113.5% | +88.4% |
| 1Y | +98.5% | -22.8% | +121.3% | +101.6% |
| 3Y | +428.2% | -47.6% | +475.8% | +439.7% |
| All | +663.2% | -92.8% | +756.0% | +835.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling