-49.4%
SNAP vs FOXA
+96.5%
-145.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -10.6% | +0.4% | -11.0% | -10.5% |
| 30D | -19.7% | +7.9% | -27.7% | -22.2% |
| 3M | -6.5% | +6.7% | -13.2% | -9.0% |
| 6M | -17.8% | +7.5% | -25.3% | -21.8% |
| YTD | -38.0% | -6.9% | -31.1% | -37.1% |
| 1Y | -42.5% | +2.2% | -44.7% | -44.0% |
| 3Y | -55.8% | +131.4% | -187.2% | -69.5% |
| 5Y | -90.5% | +76.2% | -166.8% | -92.8% |
| All | -49.4% | +96.5% | -145.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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