-82.2%
SNAP vs FGI
-70.4%
-11.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.5% | -11.6% | -4.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +2.6% | +65.4% | -62.8% | -2.7% |
| 3M | -9.9% | +23.5% | -33.4% | -13.5% |
| 6M | +1.9% | +60.5% | -58.7% | -7.4% |
| YTD | -32.2% | +30.0% | -62.2% | -37.6% |
| 1Y | -22.8% | +82.1% | -104.9% | -34.2% |
| 3Y | -47.6% | -4.4% | -43.2% | -54.6% |
| All | -82.2% | -70.4% | -11.8% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling