-52.6%
SNAP vs FE
+44.7%
-97.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.9% | -14.0% |
| 7D | -10.4% | +0.6% | -11.0% | -10.3% |
| 30D | -11.9% | +6.4% | -18.4% | -11.4% |
| 3M | -4.5% | -0.5% | -4.0% | -4.7% |
| 6M | -16.7% | +4.7% | -21.4% | -16.1% |
| YTD | -36.9% | +8.4% | -45.3% | -36.2% |
| 1Y | -30.3% | +7.2% | -37.5% | -29.5% |
| All | -52.6% | +44.7% | -97.3% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling