-79.7%
SNAP vs FN
+693.4%
-773.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.2% | -5.7% |
| 7D | -7.1% | 0.0% | -7.1% | -7.6% |
| 30D | -14.6% | -34.3% | +19.7% | -5.4% |
| 3M | -5.0% | -39.9% | +34.9% | +5.9% |
| 6M | -18.8% | -51.8% | +33.0% | -5.8% |
| YTD | -38.5% | -28.1% | -10.4% | -38.7% |
| 1Y | -38.1% | -29.1% | -9.0% | -38.5% |
| 3Y | -53.8% | +102.4% | -156.2% | -70.7% |
| 5Y | -90.7% | +171.7% | -262.3% | -94.9% |
| All | -79.7% | +693.4% | -773.2% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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