-90.8%
SNAP vs FOXA
+77.4%
-168.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.8% |
| 7D | -7.3% | +7.9% | -15.2% | -11.6% |
| 30D | -18.9% | +8.5% | -27.4% | -23.0% |
| 3M | -5.3% | +6.2% | -11.4% | -9.0% |
| 6M | -16.9% | +8.0% | -25.0% | -24.2% |
| YTD | -37.4% | -6.5% | -30.9% | -36.0% |
| 1Y | -38.5% | +3.6% | -42.1% | -41.9% |
| 3Y | -55.1% | +136.0% | -191.1% | -79.3% |
| 5Y | -90.8% | +77.7% | -168.5% | -94.5% |
| All | -90.8% | +77.4% | -168.2% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling