-77.7%
SNAP vs FCUV
-95.8%
+18.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.6% | -3.9% |
| 7D | +0.7% | +62.8% | -62.1% | +0.4% |
| 30D | +2.6% | +66.5% | -63.9% | +2.1% |
| 3M | -9.9% | +459.9% | -469.8% | -13.1% |
| 6M | +1.9% | -12.4% | +14.2% | -0.7% |
| YTD | -32.2% | -47.5% | +15.3% | -33.7% |
| 1Y | -22.8% | -80.5% | +57.7% | -24.1% |
| 3Y | -47.6% | -97.6% | +50.0% | -48.5% |
| 5Y | -92.7% | -99.5% | +6.8% | -92.8% |
| All | -77.7% | -95.8% | +18.1% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling