-90.3%
SNAP vs FDS
-23.2%
-67.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | +2.6% | -2.6% | +5.1% | +4.1% |
| 30D | -19.6% | +14.1% | -33.6% | -25.3% |
| 3M | +0.4% | +19.8% | -19.4% | -10.2% |
| 6M | -5.9% | +55.0% | -60.9% | -29.5% |
| YTD | -35.3% | +15.9% | -51.2% | -42.1% |
| 1Y | -42.6% | +24.2% | -66.8% | -51.4% |
| 3Y | -53.9% | -24.0% | -29.9% | -47.5% |
| 5Y | -90.3% | -23.3% | -66.9% | -89.1% |
| All | -90.3% | -23.2% | -67.0% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling