+556.6%
SNPS vs FLEX
+1,059.7%
-503.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.8% |
| 7D | -5.5% | +7.0% | -12.5% | -7.6% |
| 30D | -5.8% | -5.8% | 0.0% | -4.1% |
| 3M | -17.2% | -24.2% | +7.0% | -11.3% |
| 6M | -10.4% | +90.8% | -101.2% | -32.6% |
| YTD | -16.5% | +89.2% | -105.7% | -37.4% |
| 1Y | -35.6% | +104.7% | -140.3% | -53.8% |
| 3Y | -14.6% | +478.1% | -492.7% | -58.7% |
| 5Y | +16.5% | +726.2% | -709.7% | -50.7% |
| 10Y | +556.6% | +1,060.6% | -504.0% | +115.3% |
| All | +556.6% | +1,059.7% | -503.1% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling