-75.1%
SNAP vs FND
+66.0%
-141.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.8% |
| 7D | +0.7% | -5.2% | +6.0% | +2.9% |
| 30D | +2.6% | -19.9% | +22.5% | +12.6% |
| 3M | -9.9% | +2.7% | -12.6% | -12.3% |
| 6M | +1.9% | -21.7% | +23.5% | +10.6% |
| YTD | -32.2% | -17.5% | -14.7% | -28.7% |
| 1Y | -22.8% | -39.3% | +16.5% | -7.9% |
| 3Y | -47.6% | -49.8% | +2.2% | -35.4% |
| 5Y | -92.7% | -60.1% | -32.6% | -90.6% |
| All | -75.1% | +66.0% | -141.2% | -80.8% |
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