-47.7%
SNAP vs FFIV
+136.9%
-184.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +0.7% | -1.0% | +1.7% | +1.2% |
| 30D | +2.6% | -5.1% | +7.7% | +4.7% |
| 3M | -9.9% | -4.5% | -5.4% | -8.6% |
| 6M | +1.9% | +36.5% | -34.6% | -16.5% |
| YTD | -32.2% | +53.0% | -85.2% | -48.1% |
| 1Y | -22.8% | +24.2% | -47.1% | -33.7% |
| All | -47.7% | +136.9% | -184.6% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling