-77.8%
SNAP vs FIVN
+90.2%
-168.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +1.7% |
| 7D | +1.5% | -8.2% | +9.7% | +5.0% |
| 30D | +1.9% | -8.1% | +10.0% | +4.8% |
| 3M | -3.9% | +34.9% | -38.8% | -16.9% |
| 6M | +5.2% | +72.6% | -67.4% | -20.5% |
| YTD | -32.7% | +55.8% | -88.5% | -47.3% |
| 1Y | -24.8% | +17.1% | -41.9% | -34.0% |
| 3Y | -42.2% | -54.3% | +12.1% | -30.4% |
| 5Y | -92.7% | -81.6% | -11.1% | -87.8% |
| All | -77.8% | +90.2% | -168.0% | -74.2% |
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