-53.5%
SNAP vs FLR
+35.7%
-89.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +6.0% | +5.4% | +0.7% | +4.6% |
| 30D | -13.8% | +2.8% | -16.6% | -14.4% |
| 3M | -0.8% | -6.4% | +5.6% | +0.5% |
| 6M | -6.2% | +8.8% | -15.0% | -10.2% |
| YTD | -34.8% | +23.6% | -58.4% | -40.3% |
| 1Y | -38.7% | +13.8% | -52.5% | -42.7% |
| 3Y | -53.5% | +36.5% | -89.9% | -62.2% |
| All | -53.5% | +35.7% | -89.1% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling