-77.8%
SNAP vs FCEL
-97.0%
+19.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.5% | -2.3% |
| 7D | +1.5% | +4.0% | -2.5% | +0.8% |
| 30D | +1.9% | -13.1% | +14.9% | +2.4% |
| 3M | -3.9% | +14.6% | -18.5% | -7.9% |
| 6M | +5.2% | +133.7% | -128.5% | -7.9% |
| YTD | -32.7% | +143.0% | -175.7% | -41.6% |
| 1Y | -24.8% | +320.9% | -345.6% | -38.8% |
| 3Y | -42.2% | -58.9% | +16.7% | -46.4% |
| 5Y | -92.7% | -89.7% | -3.0% | -92.6% |
| All | -77.8% | -97.0% | +19.2% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling