-35.6%
SNPS vs FLEX
+104.3%
-139.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.1% |
| 7D | -5.5% | +7.0% | -12.5% | -6.5% |
| 30D | -5.8% | -5.8% | 0.0% | -5.1% |
| 3M | -17.2% | -24.2% | +7.0% | -14.9% |
| 6M | -10.4% | +90.8% | -101.2% | -21.4% |
| YTD | -16.5% | +89.2% | -105.7% | -26.4% |
| 1Y | -35.6% | +104.7% | -140.3% | -38.3% |
| All | -35.6% | +104.3% | -139.9% | -38.3% |
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 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