-47.7%
SNAP vs FN
+158.4%
-206.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.1% | -7.2% | -4.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | +2.6% | -22.0% | +24.6% | +6.6% |
| 3M | -9.9% | -43.0% | +33.1% | -1.0% |
| 6M | +1.9% | -27.7% | +29.6% | +4.4% |
| YTD | -32.2% | -10.5% | -21.7% | -34.6% |
| 1Y | -22.8% | +12.5% | -35.3% | -30.6% |
| All | -47.7% | +158.4% | -206.1% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling