-38.1%
SNAP vs FICO
-58.2%
+20.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | -14.6% | +3.3% | -18.0% | -15.5% |
| 3M | -5.0% | -31.7% | +26.7% | +0.2% |
| 6M | -18.8% | -34.0% | +15.1% | -15.5% |
| YTD | -38.5% | -58.3% | +19.8% | -32.1% |
| 1Y | -38.1% | -57.9% | +19.9% | -32.9% |
| All | -38.1% | -58.2% | +20.1% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling