-29.6%
SNAP vs FRMI
-77.3%
+47.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.5% | -12.3% | -1.3% |
| 7D | +1.5% | +23.3% | -21.8% | +0.4% |
| 30D | +1.9% | -7.6% | +9.5% | +1.9% |
| 3M | -3.9% | +0.2% | -4.1% | -5.9% |
| 6M | +5.2% | -28.7% | +33.9% | +3.7% |
| YTD | -32.7% | -28.6% | -4.1% | -33.9% |
| All | -29.6% | -77.3% | +47.7% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling