-22.8%
SNAP vs FLR
+31.2%
-54.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.6% |
| 7D | +0.7% | +5.4% | -4.7% | -0.3% |
| 30D | +2.6% | +11.4% | -8.8% | -0.1% |
| 3M | -9.9% | +11.4% | -21.3% | -12.8% |
| 6M | +1.9% | +16.6% | -14.8% | -4.6% |
| YTD | -32.2% | +41.7% | -73.9% | -38.7% |
| 1Y | -22.8% | +35.4% | -58.3% | -31.3% |
| All | -22.8% | +31.2% | -54.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling