-90.0%
SNAP vs FLNC
-67.0%
-23.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -2.2% |
| 7D | +1.5% | +6.0% | -4.5% | +0.1% |
| 30D | +1.9% | -16.3% | +18.2% | +5.8% |
| 3M | -3.9% | -54.1% | +50.2% | +12.7% |
| 6M | +5.2% | -25.3% | +30.5% | +2.6% |
| YTD | -32.7% | -44.2% | +11.5% | -31.3% |
| 1Y | -24.8% | +53.1% | -77.9% | -46.2% |
| 3Y | -42.2% | -58.3% | +16.1% | -51.3% |
| All | -90.0% | -67.0% | -23.0% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling