-79.6%
SNAP vs FDS
+99.9%
-179.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -10.6% | -2.0% | -8.6% | -9.5% |
| 30D | -19.7% | +13.5% | -33.3% | -25.5% |
| 3M | -6.5% | +15.2% | -21.7% | -14.8% |
| 6M | -17.8% | +47.0% | -64.8% | -36.4% |
| YTD | -38.0% | +13.9% | -51.9% | -44.6% |
| 1Y | -42.5% | +25.2% | -67.6% | -51.9% |
| 3Y | -55.8% | -25.3% | -30.5% | -51.0% |
| 5Y | -90.5% | -23.3% | -67.2% | -89.6% |
| All | -79.6% | +99.9% | -179.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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