-46.3%
SNAP vs FOXA
+86.3%
-132.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.3% |
| 7D | -5.0% | -5.4% | +0.4% | -2.7% |
| 30D | -0.7% | +1.1% | -1.9% | -1.2% |
| 3M | -5.0% | -6.1% | +1.1% | -3.9% |
| 6M | +3.5% | +8.2% | -4.7% | -2.0% |
| YTD | -34.2% | -11.8% | -22.4% | -31.7% |
| 1Y | -27.1% | +9.9% | -37.0% | -31.5% |
| 3Y | -43.5% | +110.7% | -154.2% | -59.4% |
| 5Y | -92.9% | +86.9% | -179.8% | -94.6% |
| All | -46.3% | +86.3% | -132.5% | -60.0% |
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