-10.1%
SNPS vs FLUT
-51.2%
+41.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.2% |
| 7D | -10.2% | +4.8% | -14.9% | -11.3% |
| 30D | -12.8% | +8.8% | -21.7% | -14.9% |
| 3M | +9.9% | -10.7% | +20.6% | +11.6% |
| 6M | -12.4% | -19.7% | +7.3% | -9.5% |
| YTD | -6.3% | -61.4% | +55.2% | +18.2% |
| 1Y | +7.6% | -61.6% | +69.3% | +35.0% |
| All | -10.1% | -51.2% | +41.1% | +11.1% |
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