-79.2%
SNAP vs FN
+610.6%
-689.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -14.2% | +0.2% | -10.2% |
| 7D | -10.4% | -16.0% | +5.6% | -6.2% |
| 30D | -11.9% | -40.1% | +28.2% | +0.3% |
| 3M | -4.5% | -43.9% | +39.4% | +8.7% |
| 6M | -16.7% | -55.6% | +38.9% | -0.9% |
| YTD | -36.9% | -35.7% | -1.3% | -35.0% |
| 1Y | -30.3% | -39.8% | +9.6% | -27.4% |
| 3Y | -52.5% | +80.3% | -132.8% | -68.8% |
| 5Y | -90.4% | +143.3% | -233.7% | -94.6% |
| All | -79.2% | +610.6% | -689.8% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling