-77.8%
SNAP vs FANG
+151.4%
-229.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.5% | -1.7% | +3.2% | +1.9% |
| 30D | +1.9% | +6.8% | -4.9% | +0.2% |
| 3M | -3.9% | +1.3% | -5.2% | -4.8% |
| 6M | +5.2% | +11.8% | -6.6% | +1.1% |
| YTD | -32.7% | +35.1% | -67.8% | -38.4% |
| 1Y | -24.8% | +48.9% | -73.7% | -32.9% |
| 3Y | -42.2% | +42.8% | -85.0% | -48.3% |
| 5Y | -92.7% | +230.3% | -323.0% | -94.6% |
| All | -77.8% | +151.4% | -229.2% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling