-22.8%
SNAP vs FCEL
+269.1%
-292.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.1% |
| 7D | +0.7% | -15.8% | +16.6% | +1.6% |
| 30D | +2.6% | -29.3% | +31.9% | +4.4% |
| 3M | -9.9% | -30.1% | +20.3% | -10.5% |
| 6M | +1.9% | +74.4% | -72.6% | -13.2% |
| YTD | -32.2% | +104.5% | -136.7% | -43.9% |
| 1Y | -22.8% | +281.4% | -304.2% | -41.4% |
| All | -22.8% | +269.1% | -292.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling