-90.5%
SNAP vs FE
+47.0%
-137.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +6.0% | +1.2% | +4.8% | +6.0% |
| 30D | -13.8% | +4.5% | -18.3% | -14.0% |
| 3M | -0.8% | +1.3% | -2.1% | -0.9% |
| 6M | -6.2% | +8.7% | -14.9% | -6.7% |
| YTD | -34.8% | +9.2% | -44.0% | -35.3% |
| 1Y | -38.7% | +7.0% | -45.7% | -39.1% |
| 3Y | -53.5% | +51.4% | -104.8% | -56.7% |
| All | -90.5% | +47.0% | -137.5% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling