-75.8%
SNAP vs FN
+728.6%
-804.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.0% | +11.9% | +7.5% |
| 7D | -0.7% | -7.0% | +6.3% | +0.9% |
| 30D | +5.5% | -24.7% | +30.2% | +12.6% |
| 3M | +2.2% | -35.7% | +37.9% | +11.9% |
| 6M | -4.1% | -52.4% | +48.4% | +11.8% |
| YTD | -26.6% | -25.0% | -1.7% | -27.7% |
| 1Y | -20.7% | -25.7% | +4.9% | -22.6% |
| 3Y | -44.8% | +110.2% | -155.0% | -65.3% |
| 5Y | -88.7% | +192.3% | -281.0% | -94.0% |
| All | -75.8% | +728.6% | -804.4% | -90.0% |
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