-2.5%
FIG vs SNAP
-20.0%
+17.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.2% |
| 7D | -13.1% | -7.1% | -6.0% | -8.9% |
| 30D | -13.0% | -14.6% | +1.6% | -5.9% |
| 3M | -21.5% | -5.0% | -16.5% | -19.2% |
| 6M | -2.5% | -18.8% | +16.3% | +1.2% |
| All | -2.5% | -20.0% | +17.5% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling