-77.7%
SNAP vs FN
+888.1%
-965.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.1% | -7.2% | -4.9% |
| 7D | +0.7% | -1.7% | +2.4% | +1.1% |
| 30D | +2.6% | -22.0% | +24.6% | +8.2% |
| 3M | -9.9% | -43.0% | +33.1% | +2.7% |
| 6M | +1.9% | -27.7% | +29.6% | +5.4% |
| YTD | -32.2% | -10.5% | -21.7% | -35.3% |
| 1Y | -22.8% | +12.5% | -35.3% | -32.5% |
| 3Y | -47.6% | +153.8% | -201.4% | -68.3% |
| 5Y | -92.7% | +288.0% | -380.7% | -96.4% |
| All | -77.7% | +888.1% | -965.8% | -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