-56.6%
FPS vs SNAP
-19.6%
-37.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -14.0% | -4.8% | -16.9% |
| 7D | -35.8% | -10.4% | -25.4% | -34.2% |
| 30D | -56.0% | -11.9% | -44.0% | -54.8% |
| 3M | -52.7% | -4.5% | -48.2% | -51.9% |
| 6M | -56.6% | -16.7% | -39.9% | -56.5% |
| All | -56.6% | -19.6% | -37.0% | -56.5% |
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