-90.0%
SNAP vs FLUT
-47.0%
-43.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.1% |
| 7D | -9.8% | +4.5% | -14.3% | -11.6% |
| 30D | -18.2% | +9.2% | -27.4% | -21.8% |
| 3M | -3.1% | -13.7% | +10.6% | +2.7% |
| 6M | -7.1% | -9.0% | +1.9% | -4.9% |
| YTD | -33.8% | -60.2% | +26.4% | -0.9% |
| 1Y | -39.0% | -63.1% | +24.1% | -5.8% |
| 3Y | -52.8% | -42.5% | -10.4% | -43.3% |
| 5Y | -90.0% | -47.6% | -42.4% | -88.7% |
| All | -90.0% | -47.0% | -43.0% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling