-79.4%
SNAP vs FDS
+100.4%
-179.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -7.3% | -5.0% | -2.4% | -4.7% |
| 30D | -18.9% | +13.8% | -32.7% | -24.8% |
| 3M | -5.3% | +14.8% | -20.1% | -13.5% |
| 6M | -16.9% | +47.4% | -64.3% | -35.9% |
| YTD | -37.4% | +14.2% | -51.6% | -44.1% |
| 1Y | -38.5% | +26.6% | -65.1% | -48.9% |
| 3Y | -55.1% | -24.4% | -30.6% | -50.5% |
| 5Y | -90.8% | -22.6% | -68.1% | -90.0% |
| All | -79.4% | +100.4% | -179.8% | -86.7% |
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