+21.6%
SNPS vs FLNC
-70.4%
+92.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | -3.6% | -24.8% | +21.1% | -0.1% |
| 3M | -12.9% | -59.1% | +46.2% | -3.3% |
| 6M | -8.2% | -42.0% | +33.7% | -5.8% |
| YTD | -15.4% | -49.8% | +34.4% | -13.3% |
| 1Y | -9.3% | +43.1% | -52.4% | -23.2% |
| 3Y | -14.0% | -61.0% | +47.0% | -21.4% |
| All | +21.6% | -70.4% | +92.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 5y: compounded portfolio wealth divided by compounded FLNC 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…
5y analysis · Full analysis span regression · 6 months rolling