-28.4%
SNAP vs FRMI
-78.6%
+50.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.1% |
| 7D | -3.2% | +10.9% | -14.1% | -3.7% |
| 30D | +0.2% | -24.3% | +24.5% | +1.2% |
| 3M | +2.6% | -21.8% | +24.4% | +2.3% |
| 6M | +12.4% | -33.0% | +45.5% | +11.1% |
| YTD | -31.6% | -32.6% | +1.0% | -32.6% |
| All | -28.4% | -78.6% | +50.1% | -31.9% |
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