-75.3%
SNAP vs FND
+58.4%
-133.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +1.9% | -23.6% | +25.4% | +14.0% |
| 3M | -3.9% | +4.3% | -8.2% | -7.2% |
| 6M | +5.2% | -20.3% | +25.5% | +13.3% |
| YTD | -32.7% | -21.3% | -11.4% | -27.8% |
| 1Y | -24.8% | -45.4% | +20.6% | -6.0% |
| 3Y | -42.2% | -48.9% | +6.7% | -29.4% |
| 5Y | -92.7% | -61.0% | -31.6% | -90.4% |
| All | -75.3% | +58.4% | -133.7% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling