-79.6%
SNAP vs FFIV
+119.2%
-198.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -10.6% | -4.2% | -6.4% | -7.9% |
| 30D | -19.7% | -33.9% | +14.1% | +0.8% |
| 3M | -6.5% | -22.6% | +16.1% | +5.5% |
| 6M | -17.8% | -10.4% | -7.4% | -16.0% |
| YTD | -38.0% | +24.3% | -62.4% | -49.2% |
| 1Y | -42.5% | +31.8% | -74.3% | -54.7% |
| 3Y | -55.8% | +99.5% | -155.3% | -74.1% |
| 5Y | -90.5% | +40.7% | -131.3% | -93.1% |
| All | -79.6% | +119.2% | -198.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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