-68.9%
SNAP vs FBTC
+62.0%
-131.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | -0.7% | +22.3% | -23.0% | -6.2% |
| 3M | -5.0% | +26.0% | -31.0% | -10.9% |
| 6M | +3.5% | +13.2% | -9.6% | -0.4% |
| YTD | -34.2% | -10.7% | -23.5% | -33.3% |
| 1Y | -27.1% | -30.0% | +2.9% | -22.1% |
| All | -68.9% | +62.0% | -131.0% | -70.0% |
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