-91.0%
SNAP vs FN
+170.4%
-261.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.2% | -5.5% |
| 7D | -7.1% | 0.0% | -7.1% | -7.5% |
| 30D | -14.6% | -34.3% | +19.7% | -5.9% |
| 3M | -5.0% | -39.9% | +34.9% | +5.4% |
| 6M | -18.8% | -51.8% | +33.0% | -6.4% |
| YTD | -38.5% | -28.1% | -10.4% | -39.1% |
| 1Y | -38.1% | -29.1% | -9.0% | -38.9% |
| 3Y | -53.8% | +102.4% | -156.2% | -72.7% |
| All | -91.0% | +170.4% | -261.3% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling