+18.3%
SNPS vs FLR
+238.5%
-220.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | -5.5% | -3.1% | -2.3% | -4.7% |
| 30D | -4.5% | +4.9% | -9.4% | -5.7% |
| 3M | -15.5% | +10.8% | -26.3% | -18.3% |
| 6M | -10.1% | +19.7% | -29.7% | -15.5% |
| YTD | -16.3% | +38.4% | -54.6% | -24.3% |
| 1Y | -34.9% | +34.7% | -69.6% | -41.2% |
| 3Y | -14.4% | +56.7% | -71.0% | -28.4% |
| All | +18.3% | +238.5% | -220.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling