-22.8%
SNAP vs FANG
+43.7%
-66.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -4.4% |
| 7D | +0.7% | +0.8% | 0.0% | +0.9% |
| 30D | +2.6% | +7.6% | -5.0% | +3.9% |
| 3M | -9.9% | -1.3% | -8.6% | -9.5% |
| 6M | +1.9% | +14.7% | -12.8% | +0.8% |
| YTD | -32.2% | +34.8% | -67.0% | -34.7% |
| 1Y | -22.8% | +42.9% | -65.8% | -28.4% |
| All | -22.8% | +43.7% | -66.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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