-46.8%
SNAP vs FOXA
+99.6%
-146.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | -1.0% |
| 7D | +6.0% | +2.7% | +3.4% | +4.8% |
| 30D | -13.8% | +10.0% | -23.8% | -17.1% |
| 3M | -0.8% | +5.0% | -5.8% | -2.7% |
| 6M | -6.2% | +3.4% | -9.6% | -9.0% |
| YTD | -34.8% | -5.5% | -29.3% | -34.3% |
| 1Y | -38.7% | +5.5% | -44.2% | -41.2% |
| 3Y | -53.5% | +139.3% | -192.7% | -68.3% |
| 5Y | -90.2% | +77.2% | -167.4% | -92.6% |
| All | -46.8% | +99.6% | -146.4% | -61.5% |
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