-78.7%
SNAP vs FLUT
-14.6%
-64.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.0% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | -19.6% | +5.0% | -24.6% | -20.9% |
| 3M | +0.4% | -16.4% | +16.8% | +5.2% |
| 6M | -5.9% | -14.6% | +8.6% | -2.4% |
| YTD | -35.3% | -61.9% | +26.6% | -16.2% |
| 1Y | -42.6% | -65.0% | +22.5% | -23.9% |
| 3Y | -53.9% | -44.8% | -9.1% | -45.8% |
| 5Y | -90.3% | -49.9% | -40.4% | -88.9% |
| All | -78.7% | -14.6% | -64.1% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling