-55.8%
FIG vs SNAP
-24.3%
-31.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -2.4% |
| 7D | -16.3% | +0.7% | -17.0% | -16.8% |
| 30D | -14.3% | +2.6% | -16.9% | -16.3% |
| 3M | +7.2% | -9.9% | +17.0% | +9.9% |
| 6M | -18.6% | +1.9% | -20.5% | -21.6% |
| YTD | -35.5% | -32.2% | -3.2% | -15.1% |
| 1Y | -55.8% | -22.8% | -32.9% | -47.7% |
| All | -55.8% | -24.3% | -31.4% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling