-34.5%
SNAP vs FRMI
-93.4%
+58.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.5% |
| 7D | -7.3% | -24.7% | +17.4% | -6.1% |
| 30D | -18.9% | -51.6% | +32.7% | -16.2% |
| 3M | -5.3% | -73.1% | +67.9% | +0.2% |
| 6M | -16.9% | -68.3% | +51.3% | -15.3% |
| YTD | -37.4% | -79.3% | +41.8% | -35.0% |
| 1Y | -38.5% | -93.2% | +54.7% | -36.9% |
| All | -34.5% | -93.4% | +58.9% | -34.3% |
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