-34.9%
SNPS vs FLR
+33.3%
-68.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | -5.5% | -3.1% | -2.3% | -4.8% |
| 30D | -4.5% | +4.9% | -9.4% | -5.6% |
| 3M | -15.5% | +10.8% | -26.3% | -18.0% |
| 6M | -10.1% | +19.7% | -29.7% | -15.9% |
| YTD | -16.3% | +38.4% | -54.6% | -24.4% |
| 1Y | -34.9% | +34.7% | -69.6% | -41.9% |
| All | -34.9% | +33.3% | -68.3% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling