-79.7%
SNAP vs FICO
+433.7%
-513.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.1% | -0.9% | -6.2% | -6.9% |
| 30D | -14.6% | +3.3% | -18.0% | -17.1% |
| 3M | -5.0% | -31.7% | +26.7% | +7.5% |
| 6M | -18.8% | -34.0% | +15.1% | -9.6% |
| YTD | -38.5% | -58.3% | +19.8% | -14.4% |
| 1Y | -38.1% | -57.9% | +19.9% | -14.8% |
| 3Y | -53.8% | -24.1% | -29.7% | -61.1% |
| 5Y | -90.7% | +85.3% | -176.0% | -95.7% |
| All | -79.7% | +433.7% | -513.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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