-42.2%
SNAP vs FCUV
-99.2%
+57.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.5% | 0.0% |
| 7D | +1.5% | -47.9% | +49.4% | +1.7% |
| 30D | +1.9% | +13.7% | -11.8% | +1.2% |
| 3M | -3.9% | +97.0% | -100.9% | -8.8% |
| 6M | +5.2% | -66.1% | +71.3% | +5.1% |
| YTD | -32.7% | -81.8% | +49.0% | -30.8% |
| 1Y | -24.8% | -93.3% | +68.5% | -20.0% |
| 3Y | -42.2% | -99.2% | +57.0% | -30.0% |
| All | -42.2% | -99.2% | +57.0% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling