-38.7%
SNAP vs FLR
+8.4%
-47.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +6.0% | +5.4% | +0.7% | +4.8% |
| 30D | -13.8% | +2.8% | -16.6% | -14.3% |
| 3M | -0.8% | -6.4% | +5.6% | +0.2% |
| 6M | -6.2% | +8.8% | -15.0% | -10.6% |
| YTD | -34.8% | +23.6% | -58.4% | -40.2% |
| 1Y | -38.7% | +13.8% | -52.5% | -43.6% |
| All | -38.7% | +8.4% | -47.1% | -43.6% |
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