-12.9%
SNPS vs FLUT
-45.9%
+33.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -5.2% | +9.3% | -14.4% | -7.5% |
| 3M | +10.6% | -17.5% | +28.0% | +14.6% |
| 6M | -10.6% | -14.6% | +4.0% | -9.4% |
| YTD | -3.1% | -62.3% | +59.2% | +23.8% |
| 1Y | +15.6% | -59.6% | +75.2% | +44.3% |
| 3Y | -12.9% | -45.3% | +32.4% | +7.0% |
| All | -12.9% | -45.9% | +33.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling