-79.7%
SNAP vs FDS
+101.1%
-180.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -0.5% |
| 7D | -7.1% | -0.5% | -6.6% | -6.9% |
| 30D | -14.6% | +20.2% | -34.8% | -23.3% |
| 3M | -5.0% | +19.9% | -24.8% | -15.4% |
| 6M | -18.8% | +56.2% | -75.0% | -39.6% |
| YTD | -38.5% | +14.6% | -53.1% | -45.2% |
| 1Y | -38.1% | +31.6% | -69.7% | -49.7% |
| 3Y | -53.8% | -23.8% | -30.0% | -49.4% |
| 5Y | -90.7% | -22.6% | -68.1% | -89.8% |
| All | -79.7% | +101.1% | -180.8% | -87.0% |
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 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