-79.7%
SNAP vs FFIV
+114.7%
-194.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -7.1% | -8.1% | +1.0% | -2.1% |
| 30D | -14.6% | -33.4% | +18.8% | +6.8% |
| 3M | -5.0% | -24.7% | +19.8% | +8.9% |
| 6M | -18.8% | -8.8% | -10.0% | -18.0% |
| YTD | -38.5% | +21.8% | -60.3% | -49.0% |
| 1Y | -38.1% | +25.3% | -63.4% | -49.7% |
| 3Y | -53.8% | +101.2% | -154.9% | -73.1% |
| 5Y | -90.7% | +40.2% | -130.9% | -93.2% |
| All | -79.7% | +114.7% | -194.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling