-79.2%
SNAP vs FICO
+435.9%
-515.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.9% | -14.9% | -14.4% |
| 7D | -10.4% | -0.3% | -10.1% | -10.5% |
| 30D | -11.9% | +1.7% | -13.7% | -13.8% |
| 3M | -4.5% | -35.2% | +30.7% | +10.9% |
| 6M | -16.7% | -33.7% | +17.0% | -7.4% |
| YTD | -36.9% | -58.2% | +21.2% | -12.4% |
| 1Y | -30.3% | -56.6% | +26.3% | -5.6% |
| 3Y | -52.5% | -24.0% | -28.5% | -60.1% |
| 5Y | -90.4% | +86.1% | -176.5% | -95.6% |
| All | -79.2% | +435.9% | -515.1% | -94.7% |
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