-53.5%
SNAP vs FITB
+144.0%
-197.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +6.0% | +2.8% | +3.3% | +4.3% |
| 30D | -13.8% | +9.8% | -23.6% | -18.4% |
| 3M | -0.8% | -5.2% | +4.4% | +2.5% |
| 6M | -6.2% | +17.3% | -23.6% | -15.7% |
| YTD | -34.8% | +19.3% | -54.1% | -42.8% |
| 1Y | -38.7% | +32.7% | -71.4% | -50.1% |
| 3Y | -53.5% | +141.6% | -195.0% | -72.8% |
| All | -53.5% | +144.0% | -197.5% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling