-77.7%
SNAP vs FDS
+85.2%
-162.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -2.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.9% |
| 30D | +2.6% | +9.0% | -6.4% | -2.5% |
| 3M | -9.9% | +18.9% | -28.7% | -19.6% |
| 6M | +1.9% | +35.1% | -33.3% | -16.9% |
| YTD | -32.2% | +5.5% | -37.7% | -36.0% |
| 1Y | -22.8% | -16.8% | -6.0% | -17.4% |
| 3Y | -47.6% | -28.1% | -19.5% | -40.3% |
| 5Y | -92.7% | -17.4% | -75.3% | -92.3% |
| All | -77.7% | +85.2% | -162.9% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling