-77.3%
SNAP vs FND
+70.0%
-147.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | +0.5% |
| 7D | -10.6% | +6.8% | -17.4% | -13.0% |
| 30D | -19.7% | +13.1% | -32.8% | -24.1% |
| 3M | -6.5% | -13.1% | +6.5% | -1.5% |
| 6M | -17.8% | -0.6% | -17.2% | -19.5% |
| YTD | -38.0% | -15.5% | -22.5% | -35.9% |
| 1Y | -42.5% | -13.7% | -28.8% | -41.2% |
| 3Y | -55.8% | -35.0% | -20.8% | -51.6% |
| 5Y | -90.5% | -60.1% | -30.5% | -87.8% |
| All | -77.3% | +70.0% | -147.3% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling