-83.2%
FIG vs SNAP
-44.5%
-38.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +3.4% | +6.0% | -2.6% | +0.9% |
| 30D | -9.5% | -13.8% | +4.3% | -3.6% |
| 3M | -26.2% | -0.8% | -25.4% | -26.2% |
| 6M | +2.7% | -6.2% | +8.9% | +3.0% |
| YTD | -48.0% | -34.8% | -13.1% | -41.2% |
| 1Y | -52.0% | -38.7% | -13.4% | -45.2% |
| All | -83.2% | -44.5% | -38.6% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling