+20.0%
SNPS vs FLNC
-67.0%
+87.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.1% | -1.3% |
| 7D | -5.5% | +6.0% | -11.4% | -6.3% |
| 30D | -5.8% | -16.3% | +10.6% | -3.6% |
| 3M | -17.2% | -54.1% | +36.9% | -9.5% |
| 6M | -10.4% | -25.3% | +14.9% | -11.0% |
| YTD | -16.5% | -44.2% | +27.6% | -15.5% |
| 1Y | -35.6% | +53.1% | -88.8% | -45.9% |
| 3Y | -14.6% | -58.3% | +43.7% | -22.4% |
| All | +20.0% | -67.0% | +87.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling