-52.7%
SNAP vs FDS
-22.8%
-30.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.8% |
| 7D | -9.8% | -2.1% | -7.7% | -9.1% |
| 30D | -18.2% | +16.0% | -34.2% | -22.5% |
| 3M | -3.1% | +18.8% | -21.9% | -9.3% |
| 6M | -7.1% | +54.1% | -61.2% | -21.9% |
| YTD | -33.8% | +17.0% | -50.8% | -40.2% |
| 1Y | -39.0% | +25.5% | -64.6% | -46.0% |
| All | -52.7% | -22.8% | -30.0% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling