-14.0%
SNPS vs FLEX
+446.9%
-461.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.8% |
| 7D | -11.0% | -0.9% | -10.1% | -10.8% |
| 30D | -1.7% | -10.1% | +8.4% | +1.0% |
| 3M | -20.4% | -31.3% | +11.0% | -13.1% |
| 6M | -8.6% | +71.3% | -79.9% | -28.6% |
| YTD | -16.2% | +81.2% | -97.4% | -36.3% |
| 1Y | -34.6% | +98.5% | -133.1% | -53.0% |
| All | -14.0% | +446.9% | -461.0% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling