+3,940.4%
SNPS vs FLEX
+5,397.3%
-1,457.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.5% |
| 7D | -0.2% | +2.2% | -2.4% | -1.0% |
| 30D | -8.0% | -32.6% | +24.6% | +0.6% |
| 3M | +12.5% | -35.5% | +47.9% | +24.0% |
| 6M | -10.5% | -45.6% | +35.1% | +1.5% |
| YTD | -1.6% | +30.7% | -32.3% | -13.2% |
| 1Y | +16.8% | +28.4% | -11.5% | +3.2% |
| 3Y | -10.9% | +301.7% | -312.6% | -42.0% |
| 5Y | +35.8% | +473.3% | -437.5% | -19.3% |
| 10Y | +675.0% | +651.7% | +23.2% | +297.8% |
| All | +3,940.4% | +5,397.3% | -1,457.0% | +861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling