-78.7%
SNAP vs FITB
+164.8%
-243.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +2.6% | +0.8% | +1.7% | +2.2% |
| 30D | -19.6% | +7.3% | -26.9% | -22.0% |
| 3M | +0.4% | -6.3% | +6.7% | +3.6% |
| 6M | -5.9% | +12.6% | -18.5% | -11.3% |
| YTD | -35.3% | +18.0% | -53.3% | -40.6% |
| 1Y | -42.6% | +28.9% | -71.5% | -49.5% |
| 3Y | -53.9% | +139.4% | -193.3% | -69.4% |
| 5Y | -90.3% | +47.2% | -137.5% | -92.1% |
| All | -78.7% | +164.8% | -243.5% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling