+2,578.3%
SNPS vs FLUT
+1,664.3%
+914.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +0.2% | -6.5% | +6.7% | +0.6% |
| 30D | -8.4% | +2.8% | -11.2% | -8.7% |
| 3M | +12.3% | -13.5% | +25.7% | +13.0% |
| 6M | -9.6% | -19.0% | +9.4% | -8.8% |
| YTD | -0.6% | -61.9% | +61.3% | +4.9% |
| 1Y | +18.7% | -63.2% | +81.9% | +25.4% |
| 3Y | -7.6% | -46.0% | +38.5% | -4.1% |
| 5Y | +34.1% | -51.8% | +85.9% | +38.0% |
| 10Y | +691.2% | -26.1% | +717.3% | +712.0% |
| All | +2,578.3% | +1,664.3% | +914.0% | +2,823.5% |
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