-92.8%
SNAP vs FICO
+99.8%
-192.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.7% | +12.6% | +2.9% |
| 7D | +0.7% | -19.2% | +19.9% | +9.4% |
| 30D | +2.6% | -14.6% | +17.2% | +8.5% |
| 3M | -9.9% | -20.1% | +10.2% | -4.0% |
| 6M | +1.9% | -36.3% | +38.2% | +18.3% |
| YTD | -32.2% | -44.9% | +12.6% | -16.0% |
| 1Y | -22.8% | -38.6% | +15.8% | -11.1% |
| 3Y | -47.6% | +4.0% | -51.6% | -62.6% |
| All | -92.8% | +99.8% | -192.7% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling