-12.9%
SNPS vs FLEX
+281.5%
-294.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.5% |
| 7D | +1.1% | +7.5% | -6.4% | -1.1% |
| 30D | -5.2% | -25.3% | +20.1% | +1.8% |
| 3M | +10.6% | -39.7% | +50.2% | +25.2% |
| 6M | -10.6% | -47.9% | +37.2% | +3.5% |
| YTD | -3.1% | +24.1% | -27.2% | -19.7% |
| 1Y | +15.6% | +26.0% | -10.4% | -5.5% |
| 3Y | -12.9% | +282.7% | -295.6% | -50.2% |
| All | -12.9% | +281.5% | -294.5% | -50.2% |
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