+460.8%
FLEX vs SNAP
-79.3%
+540.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.1% | +5.0% |
| 7D | -19.3% | -7.1% | -12.2% | -18.3% |
| 30D | -41.5% | -14.6% | -26.9% | -40.0% |
| 3M | -43.1% | -5.0% | -38.1% | -43.0% |
| 6M | -48.2% | -18.8% | -29.4% | -47.0% |
| YTD | +15.5% | -38.5% | +54.0% | +22.7% |
| 1Y | +10.2% | -38.1% | +48.3% | +16.8% |
| 3Y | +256.8% | -53.8% | +310.6% | +273.3% |
| 5Y | +408.2% | -90.7% | +498.9% | +523.3% |
| All | +460.8% | -79.3% | +540.2% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling