-91.0%
SNAP vs FLUT
-50.5%
-40.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -1.9% |
| 7D | -7.1% | -1.1% | -6.0% | -7.0% |
| 30D | -14.6% | +7.7% | -22.3% | -18.2% |
| 3M | -5.0% | -12.2% | +7.2% | -0.2% |
| 6M | -18.8% | -17.6% | -1.3% | -13.1% |
| YTD | -38.5% | -62.0% | +23.5% | -6.2% |
| 1Y | -38.1% | -62.3% | +24.2% | -5.6% |
| 3Y | -53.8% | -52.0% | -1.8% | -39.6% |
| All | -91.0% | -50.5% | -40.4% | -89.6% |
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