+675.0%
SNPS vs FLR
+9.0%
+666.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.2% | +6.3% | -6.5% | -1.0% |
| 30D | -8.0% | +1.8% | -9.9% | -8.2% |
| 3M | +12.5% | -4.4% | +16.9% | +13.1% |
| 6M | -10.5% | +15.9% | -26.3% | -12.6% |
| YTD | -1.6% | +27.7% | -29.3% | -5.7% |
| 1Y | +16.8% | +11.6% | +5.2% | +13.9% |
| 3Y | -10.9% | +39.9% | -50.8% | -16.9% |
| 5Y | +35.8% | +127.5% | -91.7% | +19.3% |
| 10Y | +675.0% | +11.6% | +663.4% | +617.0% |
| All | +675.0% | +9.0% | +666.0% | +617.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling