-38.7%
SNAP vs FCUV
-95.0%
+56.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.5% |
| 7D | +6.0% | +148.8% | -142.7% | +5.7% |
| 30D | -13.8% | +95.0% | -108.8% | -14.0% |
| 3M | -0.8% | +27.8% | -28.6% | -0.9% |
| 6M | -6.2% | +121.0% | -127.2% | -6.3% |
| YTD | -34.8% | -78.1% | +43.3% | -33.2% |
| 1Y | -38.7% | -94.3% | +55.6% | -39.6% |
| All | -38.7% | -95.0% | +56.3% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling