-92.7%
SNAP vs FCUV
-99.8%
+7.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.5% | +0.5% |
| 7D | +1.5% | -47.9% | +49.4% | +1.8% |
| 30D | +1.9% | +13.7% | -11.8% | +0.6% |
| 3M | -3.9% | +97.0% | -100.9% | -12.7% |
| 6M | +5.2% | -66.1% | +71.3% | +3.1% |
| YTD | -32.7% | -81.8% | +49.0% | -31.3% |
| 1Y | -24.8% | -93.3% | +68.5% | -19.3% |
| 3Y | -42.2% | -99.2% | +57.0% | -32.4% |
| 5Y | -92.7% | -99.9% | +7.2% | -89.9% |
| All | -92.7% | -99.8% | +7.2% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling