-79.4%
SNAP vs FHN
+58.5%
-137.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.1% |
| 7D | -7.3% | -0.5% | -6.9% | -7.0% |
| 30D | -18.9% | +1.9% | -20.9% | -19.4% |
| 3M | -5.3% | -6.9% | +1.7% | -2.8% |
| 6M | -16.9% | -3.1% | -13.9% | -16.1% |
| YTD | -37.4% | +0.6% | -38.0% | -37.7% |
| 1Y | -38.5% | +12.4% | -50.8% | -41.1% |
| 3Y | -55.1% | +133.7% | -188.8% | -66.0% |
| 5Y | -90.8% | +61.4% | -152.1% | -92.6% |
| All | -79.4% | +58.5% | -137.8% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling