-92.8%
SNAP vs FLUT
-50.4%
-42.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.0% |
| 7D | +0.7% | -1.6% | +2.4% | +1.6% |
| 30D | +2.6% | +7.7% | -5.1% | -1.0% |
| 3M | -9.9% | -0.7% | -9.2% | -10.3% |
| 6M | +1.9% | -11.2% | +13.0% | +6.0% |
| YTD | -32.2% | -53.4% | +21.2% | -4.7% |
| 1Y | -22.8% | -65.8% | +42.9% | +25.2% |
| 3Y | -47.6% | -44.9% | -2.7% | -35.2% |
| All | -92.8% | -50.4% | -42.5% | -91.2% |
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 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