-20.7%
SNAP vs FIGR
-41.8%
+21.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.2% | +1.7% | +5.4% |
| 7D | -0.7% | -1.3% | +0.7% | -0.5% |
| 30D | +5.5% | -17.6% | +23.1% | +7.7% |
| 3M | +2.2% | -16.7% | +19.0% | +4.0% |
| 6M | -4.1% | -36.1% | +32.1% | -1.0% |
| YTD | -26.6% | -43.6% | +17.0% | -22.3% |
| 1Y | -20.7% | -39.8% | +19.1% | -16.2% |
| All | -20.7% | -41.8% | +21.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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