-44.6%
SNAP vs FOXA
+90.8%
-135.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.7% | -2.6% |
| 7D | +0.7% | -4.0% | +4.7% | +2.5% |
| 30D | +2.6% | +12.0% | -9.4% | -2.3% |
| 3M | -9.9% | +0.3% | -10.1% | -11.5% |
| 6M | +1.9% | +12.5% | -10.6% | -5.2% |
| YTD | -32.2% | -9.6% | -22.6% | -30.4% |
| 1Y | -22.8% | +8.6% | -31.4% | -27.2% |
| 3Y | -47.6% | +118.5% | -166.1% | -63.0% |
| 5Y | -92.7% | +88.8% | -181.5% | -94.5% |
| All | -44.6% | +90.8% | -135.5% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling