-79.4%
SNAP vs FN
+787.6%
-866.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.0% | -1.4% |
| 7D | -7.3% | +16.3% | -23.6% | -11.6% |
| 30D | -18.9% | -24.7% | +5.8% | -13.6% |
| 3M | -5.3% | -34.9% | +29.7% | +3.3% |
| 6M | -16.9% | -41.1% | +24.2% | -8.9% |
| YTD | -37.4% | -19.6% | -17.8% | -39.6% |
| 1Y | -38.5% | -18.5% | -20.0% | -41.3% |
| 3Y | -55.1% | +119.1% | -174.2% | -72.1% |
| 5Y | -90.8% | +206.9% | -297.7% | -95.2% |
| All | -79.4% | +787.6% | -866.9% | -91.7% |
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