-47.7%
SNAP vs FICO
+4.8%
-52.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.7% | +12.6% | -0.2% |
| 7D | +0.7% | -19.2% | +19.9% | +5.5% |
| 30D | +2.6% | -14.6% | +17.2% | +5.9% |
| 3M | -9.9% | -20.1% | +10.2% | -6.5% |
| 6M | +1.9% | -36.3% | +38.2% | +10.5% |
| YTD | -32.2% | -44.9% | +12.6% | -24.3% |
| 1Y | -22.8% | -38.6% | +15.8% | -16.7% |
| All | -47.7% | +4.8% | -52.5% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling