-20.7%
SNAP vs FRMI
-93.1%
+72.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -10.6% | +16.5% | +6.6% |
| 7D | -0.7% | -39.7% | +39.1% | +2.6% |
| 30D | +5.5% | -55.2% | +60.7% | +11.0% |
| 3M | +2.2% | -71.2% | +73.4% | +10.3% |
| 6M | -4.1% | -64.1% | +60.1% | -2.8% |
| YTD | -26.6% | -77.2% | +50.6% | -23.4% |
| 1Y | -20.7% | -93.2% | +72.4% | -3.9% |
| All | -20.7% | -93.1% | +72.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling