-39.0%
SNAP vs FLUT
-62.9%
+23.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.5% |
| 7D | -9.8% | +4.5% | -14.3% | -11.2% |
| 30D | -18.2% | +9.2% | -27.4% | -21.2% |
| 3M | -3.1% | -13.7% | +10.6% | +2.0% |
| 6M | -7.1% | -9.0% | +1.9% | -4.4% |
| YTD | -33.8% | -60.2% | +26.4% | -9.5% |
| 1Y | -39.0% | -63.1% | +24.1% | -14.5% |
| All | -39.0% | -62.9% | +23.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling