-78.5%
SNAP vs FIVN
+66.4%
-144.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.0% |
| 7D | +6.0% | -2.8% | +8.9% | +7.2% |
| 30D | -13.8% | -17.4% | +3.6% | -7.4% |
| 3M | -0.8% | -19.2% | +18.4% | +6.4% |
| 6M | -6.2% | +29.4% | -35.6% | -19.2% |
| YTD | -34.8% | +36.3% | -71.1% | -46.8% |
| 1Y | -38.7% | +33.5% | -72.2% | -49.7% |
| 3Y | -53.5% | -56.8% | +3.4% | -43.4% |
| 5Y | -90.2% | -83.0% | -7.2% | -83.2% |
| All | -78.5% | +66.4% | -144.9% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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