-75.8%
SNAP vs FICO
+431.1%
-506.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.2% | +9.1% | +7.4% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | +5.5% | +1.7% | +3.9% | +3.3% |
| 3M | +2.2% | -33.0% | +35.3% | +16.5% |
| 6M | -4.1% | -33.9% | +29.8% | +6.8% |
| YTD | -26.6% | -58.5% | +31.9% | +2.4% |
| 1Y | -20.7% | -56.4% | +35.6% | +7.0% |
| 3Y | -44.8% | -24.7% | -20.1% | -53.4% |
| 5Y | -88.7% | +83.1% | -171.8% | -94.8% |
| All | -75.8% | +431.1% | -506.9% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling