-76.8%
SNAP vs FANG
+158.1%
-234.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +3.8% | +2.9% | +1.0% | +3.2% |
| 30D | +9.2% | +2.6% | +6.6% | +8.5% |
| 3M | +6.6% | +7.6% | -1.0% | +4.1% |
| 6M | +16.9% | +17.3% | -0.4% | +11.0% |
| YTD | -29.6% | +38.7% | -68.3% | -36.0% |
| 1Y | -22.1% | +51.6% | -73.7% | -30.7% |
| 3Y | -39.8% | +50.0% | -89.8% | -46.8% |
| 5Y | -92.4% | +237.6% | -329.9% | -94.4% |
| All | -76.8% | +158.1% | -234.9% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling