-83.9%
FIG vs SNAP
-47.3%
-36.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -11.4% | -10.6% | -0.9% | -6.7% |
| 30D | -17.2% | -19.7% | +2.5% | -9.4% |
| 3M | -26.6% | -6.5% | -20.1% | -24.7% |
| 6M | -9.8% | -17.8% | +7.9% | -5.0% |
| YTD | -50.1% | -38.0% | -12.1% | -42.5% |
| 1Y | -58.1% | -42.5% | -15.6% | -50.9% |
| All | -83.9% | -47.3% | -36.6% | -84.3% |
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