-90.0%
SNAP vs FFIV
+41.1%
-131.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.2% |
| 7D | -9.8% | -2.9% | -6.9% | -7.5% |
| 30D | -18.2% | -32.4% | +14.2% | +4.7% |
| 3M | -3.1% | -22.7% | +19.6% | +10.9% |
| 6M | -7.1% | -10.7% | +3.6% | -5.9% |
| YTD | -33.8% | +25.4% | -59.2% | -49.8% |
| 1Y | -39.0% | +34.2% | -73.2% | -56.5% |
| 3Y | -52.8% | +101.2% | -154.0% | -78.7% |
| 5Y | -90.0% | +42.0% | -131.9% | -93.5% |
| All | -90.0% | +41.1% | -131.1% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling