+2,425.4%
SNPS vs FLUT
+1,685.4%
+740.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.0% |
| 7D | -10.2% | +4.8% | -14.9% | -10.5% |
| 30D | -12.8% | +8.8% | -21.7% | -13.4% |
| 3M | +9.9% | -10.7% | +20.6% | +10.4% |
| 6M | -12.4% | -19.7% | +7.3% | -11.6% |
| YTD | -6.3% | -61.4% | +55.2% | -1.2% |
| 1Y | +7.6% | -61.6% | +69.3% | +13.4% |
| 3Y | -9.8% | -51.4% | +41.6% | -6.0% |
| 5Y | +29.2% | -51.0% | +80.2% | +32.9% |
| 10Y | +663.8% | -25.2% | +688.9% | +683.3% |
| All | +2,425.4% | +1,685.4% | +740.0% | +2,654.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling