+3,982.8%
SNPS vs FLEX
+5,341.7%
-1,358.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.0% | -8.4% | +0.7% |
| 7D | +0.2% | -7.2% | +7.4% | +1.5% |
| 30D | -8.4% | -34.8% | +26.3% | +0.9% |
| 3M | +12.3% | -35.6% | +47.8% | +23.9% |
| 6M | -9.6% | -45.0% | +35.4% | +2.2% |
| YTD | -0.6% | +29.4% | -30.0% | -12.0% |
| 1Y | +18.7% | +24.8% | -6.1% | +5.6% |
| 3Y | -7.6% | +304.4% | -312.0% | -39.9% |
| 5Y | +34.1% | +484.1% | -450.0% | -20.7% |
| 10Y | +691.2% | +640.4% | +50.8% | +307.7% |
| All | +3,982.8% | +5,341.7% | -1,358.9% | +873.7% |
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