-79.6%
SNAP vs FE
+121.0%
-200.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -10.6% | -0.5% | -10.0% | -10.4% |
| 30D | -19.7% | +4.3% | -24.1% | -20.6% |
| 3M | -6.5% | +0.4% | -6.9% | -6.7% |
| 6M | -17.8% | +6.9% | -24.7% | -19.3% |
| YTD | -38.0% | +8.0% | -46.1% | -39.6% |
| 1Y | -42.5% | +4.8% | -47.3% | -43.4% |
| 3Y | -55.8% | +49.0% | -104.8% | -61.5% |
| 5Y | -90.5% | +46.2% | -136.8% | -91.8% |
| All | -79.6% | +121.0% | -200.6% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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