+16.8%
SNPS vs FLEX
+24.4%
-7.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.2% |
| 7D | -0.2% | +2.2% | -2.4% | -0.8% |
| 30D | -8.0% | -32.6% | +24.6% | -2.4% |
| 3M | +12.5% | -35.5% | +47.9% | +19.9% |
| 6M | -10.5% | -45.6% | +35.1% | -3.2% |
| YTD | -1.6% | +30.7% | -32.3% | -9.7% |
| 1Y | +16.8% | +28.4% | -11.5% | +8.6% |
| All | +16.8% | +24.4% | -7.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling