-55.8%
SNAP vs FGI
-3.4%
-52.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -10.6% | -4.1% | -6.5% | -10.5% |
| 30D | -19.7% | -3.4% | -16.4% | -19.7% |
| 3M | -6.5% | +61.8% | -68.3% | -9.9% |
| 6M | -17.8% | +17.0% | -34.8% | -20.2% |
| YTD | -38.0% | +31.4% | -69.4% | -41.7% |
| 1Y | -42.5% | +42.7% | -85.1% | -46.4% |
| 3Y | -55.8% | -0.1% | -55.7% | -57.4% |
| All | -55.8% | -3.4% | -52.5% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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