+2,061.2%
SNPS vs FLR
+513.8%
+1,547.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +1.1% | +5.4% | -4.3% | 0.0% |
| 30D | -5.2% | +2.8% | -8.0% | -5.6% |
| 3M | +10.6% | -6.4% | +17.0% | +11.9% |
| 6M | -10.6% | +8.8% | -19.4% | -12.7% |
| YTD | -3.1% | +23.6% | -26.7% | -8.4% |
| 1Y | +15.6% | +13.8% | +1.8% | +11.0% |
| 3Y | -12.9% | +36.5% | -49.4% | -21.6% |
| 5Y | +31.2% | +119.3% | -88.2% | +5.3% |
| 10Y | +663.4% | +8.0% | +655.4% | +509.6% |
| All | +2,061.2% | +513.8% | +1,547.4% | +665.4% |
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