-53.8%
SNAP vs FLR
+27.4%
-81.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.4% |
| 7D | -7.1% | -0.8% | -6.3% | -6.8% |
| 30D | -14.6% | -9.1% | -5.5% | -12.5% |
| 3M | -5.0% | -4.7% | -0.3% | -4.7% |
| 6M | -18.8% | -14.2% | -4.6% | -17.1% |
| YTD | -38.5% | +17.3% | -55.8% | -42.8% |
| 1Y | -38.1% | +4.3% | -42.3% | -40.6% |
| 3Y | -53.8% | +30.7% | -84.5% | -61.0% |
| All | -53.8% | +27.4% | -81.2% | -61.0% |
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