-22.1%
FPS vs SNAP
-13.2%
-8.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.8% | +14.2% | +15.7% |
| 7D | -8.0% | -7.3% | -0.6% | -5.9% |
| 30D | -43.5% | -18.9% | -24.6% | -41.3% |
| 3M | -41.6% | -5.3% | -36.4% | -41.0% |
| 6M | -44.0% | -16.9% | -27.1% | -41.5% |
| All | -22.1% | -13.2% | -8.8% | -20.8% |
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