-56.6%
FIG vs SNAP
-25.5%
-31.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.3% |
| 7D | -16.4% | +1.5% | -17.9% | -17.1% |
| 30D | -2.3% | +1.9% | -4.2% | -4.3% |
| 3M | +7.8% | -3.9% | +11.7% | +6.8% |
| 6M | -21.8% | +5.2% | -27.1% | -26.6% |
| YTD | -39.1% | -32.7% | -6.4% | -19.6% |
| 1Y | -56.6% | -24.8% | -31.8% | -47.2% |
| All | -56.6% | -25.5% | -31.1% | -47.2% |
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