-78.3%
SNAP vs FCUV
-98.6%
+20.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -2.2% |
| 7D | -5.0% | -63.8% | +58.7% | -4.7% |
| 30D | -0.7% | -14.7% | +13.9% | -1.0% |
| 3M | -5.0% | +65.3% | -70.3% | -7.9% |
| 6M | +3.5% | -68.5% | +72.0% | +1.3% |
| YTD | -34.2% | -83.0% | +48.8% | -35.3% |
| 1Y | -27.1% | -94.4% | +67.4% | -27.9% |
| 3Y | -43.5% | -99.3% | +55.8% | -44.2% |
| 5Y | -92.9% | -99.9% | +7.0% | -93.0% |
| All | -78.3% | -98.6% | +20.3% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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