-93.3%
SNAP vs FRSH
-70.7%
-22.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.0% | +4.6% | +1.4% | +3.5% |
| 30D | -13.8% | -7.5% | -6.3% | -10.5% |
| 3M | -0.8% | -0.1% | -0.7% | -1.5% |
| 6M | -6.2% | +54.5% | -60.8% | -26.7% |
| YTD | -34.8% | +3.4% | -38.2% | -38.2% |
| 1Y | -38.7% | +6.4% | -45.1% | -42.9% |
| 3Y | -53.5% | -26.3% | -27.2% | -51.0% |
| 5Y | -90.2% | -66.4% | -23.8% | -89.9% |
| All | -93.3% | -70.7% | -22.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling