+2,083.7%
SNPS vs FLR
+532.1%
+1,551.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.6% | +5.1% | -5.7% | -1.6% |
| 30D | -9.8% | -0.5% | -9.3% | -9.7% |
| 3M | +11.7% | -3.5% | +15.2% | +12.4% |
| 6M | -10.9% | +16.5% | -27.4% | -14.2% |
| YTD | -2.1% | +27.3% | -29.4% | -8.0% |
| 1Y | +14.8% | +10.6% | +4.1% | +10.8% |
| 3Y | -11.3% | +39.4% | -50.7% | -20.5% |
| 5Y | +36.2% | +126.4% | -90.2% | +8.7% |
| 10Y | +684.5% | +8.4% | +676.1% | +527.0% |
| All | +2,083.7% | +532.1% | +1,551.6% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling