-78.2%
SNAP vs FCUV
-99.2%
+21.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +6.8% |
| 7D | -9.8% | -4.7% | -5.1% | -9.8% |
| 30D | -18.2% | -23.2% | +5.0% | -18.1% |
| 3M | -3.1% | -49.2% | +46.1% | -3.0% |
| 6M | -7.1% | -9.2% | +2.1% | -9.6% |
| YTD | -33.8% | -90.6% | +56.8% | -34.8% |
| 1Y | -39.0% | -97.9% | +58.9% | -39.2% |
| 3Y | -52.8% | -99.5% | +46.7% | -53.3% |
| 5Y | -90.0% | -99.9% | +9.9% | -90.0% |
| All | -78.2% | -99.2% | +21.1% | -78.4% |
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