-79.7%
SNAP vs FLUT
-14.9%
-64.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -2.1% |
| 7D | -7.1% | -1.1% | -6.0% | -7.0% |
| 30D | -14.6% | +7.7% | -22.3% | -16.9% |
| 3M | -5.0% | -12.2% | +7.2% | -1.8% |
| 6M | -18.8% | -17.6% | -1.3% | -14.9% |
| YTD | -38.5% | -62.0% | +23.5% | -20.3% |
| 1Y | -38.1% | -62.3% | +24.2% | -19.7% |
| 3Y | -53.8% | -52.0% | -1.8% | -44.0% |
| 5Y | -90.7% | -51.8% | -38.9% | -89.4% |
| All | -79.7% | -14.9% | -64.9% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling