-70.5%
SNAP vs FBTC
+54.8%
-125.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | -7.3% | -2.4% | -5.0% | -6.4% |
| 30D | -18.9% | -9.1% | -9.8% | -16.5% |
| 3M | -5.3% | +15.0% | -20.3% | -8.7% |
| 6M | -16.9% | -6.9% | -10.1% | -15.6% |
| YTD | -37.4% | -14.7% | -22.7% | -35.6% |
| 1Y | -38.5% | -28.1% | -10.4% | -34.4% |
| All | -70.5% | +54.8% | -125.3% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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