-90.8%
SNAP vs FIVN
-81.9%
-8.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.6% |
| 7D | -7.3% | -19.3% | +12.0% | +1.8% |
| 30D | -18.9% | -20.7% | +1.7% | -10.4% |
| 3M | -5.3% | -15.1% | +9.8% | -0.1% |
| 6M | -16.9% | +30.6% | -47.6% | -30.7% |
| YTD | -37.4% | +44.0% | -81.4% | -52.4% |
| 1Y | -38.5% | +45.5% | -84.0% | -53.6% |
| 3Y | -55.1% | -52.8% | -2.3% | -45.1% |
| 5Y | -90.8% | -82.6% | -8.2% | -78.0% |
| All | -90.8% | -81.9% | -8.9% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling