-22.6%
FPS vs SNAP
+1.7%
-24.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.9% | -23.2% | -17.9% |
| 7D | -23.3% | -0.7% | -22.7% | -23.3% |
| 30D | -42.4% | +5.5% | -47.9% | -42.9% |
| 3M | -43.0% | +2.2% | -45.3% | -43.5% |
| 6M | -44.5% | -4.1% | -40.4% | -43.7% |
| All | -22.6% | +1.7% | -24.3% | -24.0% |
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