-79.4%
SNAP vs FCEL
-98.2%
+18.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.8% | +1.1% |
| 7D | -7.3% | +3.0% | -10.4% | -7.6% |
| 30D | -18.9% | -40.0% | +21.0% | -15.7% |
| 3M | -5.3% | -47.0% | +41.8% | -1.5% |
| 6M | -16.9% | -21.0% | +4.1% | -19.8% |
| YTD | -37.4% | +48.0% | -85.4% | -43.8% |
| 1Y | -38.5% | +43.9% | -82.4% | -44.9% |
| 3Y | -55.1% | -67.5% | +12.4% | -57.7% |
| 5Y | -90.8% | -96.7% | +5.9% | -90.1% |
| All | -79.4% | -98.2% | +18.8% | -72.3% |
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