-15.6%
SNPS vs FLUT
-44.8%
+29.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.9% |
| 7D | -11.0% | -1.6% | -9.4% | -10.7% |
| 30D | -1.7% | +7.7% | -9.5% | -3.9% |
| 3M | -20.4% | -0.7% | -19.6% | -21.1% |
| 6M | -8.6% | -11.2% | +2.5% | -7.0% |
| YTD | -16.2% | -53.4% | +37.3% | +0.6% |
| 1Y | -34.6% | -65.8% | +31.2% | -14.9% |
| All | -15.6% | -44.8% | +29.2% | -3.0% |
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