-79.7%
SNAP vs FCEL
-98.3%
+18.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.5% | -14.1% | -3.5% |
| 7D | -7.1% | -11.2% | +4.1% | -6.3% |
| 30D | -14.6% | -45.8% | +31.2% | -10.5% |
| 3M | -5.0% | -51.0% | +46.0% | -0.6% |
| 6M | -18.8% | -22.2% | +3.4% | -21.5% |
| YTD | -38.5% | +36.3% | -74.8% | -44.4% |
| 1Y | -38.1% | +29.0% | -67.1% | -44.0% |
| 3Y | -53.8% | -70.9% | +17.1% | -56.1% |
| 5Y | -90.7% | -96.3% | +5.6% | -90.0% |
| All | -79.7% | -98.3% | +18.6% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling