-80.3%
FIG vs SNAP
-42.7%
-37.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.4% |
| 7D | -16.4% | +1.5% | -17.9% | -16.9% |
| 30D | -2.3% | +1.9% | -4.2% | -3.7% |
| 3M | +7.8% | -3.9% | +11.7% | +6.8% |
| 6M | -21.8% | +5.2% | -27.1% | -25.3% |
| YTD | -39.1% | -32.7% | -6.4% | -32.4% |
| 1Y | -56.6% | -24.8% | -31.8% | -49.5% |
| All | -80.3% | -42.7% | -37.6% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling