-89.6%
SNAP vs FLNC
-70.4%
-19.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +3.8% | -4.1% | +7.9% | +4.6% |
| 30D | +9.2% | -24.8% | +34.0% | +16.1% |
| 3M | +6.6% | -59.1% | +65.7% | +28.4% |
| 6M | +16.9% | -42.0% | +58.8% | +21.3% |
| YTD | -29.6% | -49.8% | +20.2% | -26.5% |
| 1Y | -22.1% | +43.1% | -65.2% | -43.6% |
| 3Y | -39.8% | -61.0% | +21.1% | -48.9% |
| All | -89.6% | -70.4% | -19.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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