-41.5%
SNAP vs FANG
+45.6%
-87.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.6% |
| 7D | -3.2% | +1.2% | -4.4% | -3.4% |
| 30D | +0.2% | +2.4% | -2.2% | -0.6% |
| 3M | +2.6% | +5.1% | -2.5% | +0.5% |
| 6M | +12.4% | +16.4% | -4.0% | +4.3% |
| YTD | -31.6% | +39.0% | -70.6% | -41.5% |
| 1Y | -21.7% | +50.6% | -72.3% | -35.7% |
| All | -41.5% | +45.6% | -87.1% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling