-92.8%
SNAP vs FRSH
-72.5%
-20.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.8% | -6.6% | +10.4% | +7.4% |
| 30D | +9.2% | +2.1% | +7.1% | +7.4% |
| 3M | +6.6% | +29.0% | -22.4% | -7.2% |
| 6M | +16.9% | +48.6% | -31.8% | -7.0% |
| YTD | -29.6% | -2.9% | -26.7% | -30.8% |
| 1Y | -22.1% | -7.9% | -14.2% | -21.5% |
| 3Y | -39.8% | -46.5% | +6.7% | -24.5% |
| All | -92.8% | -72.5% | -20.3% | -92.3% |
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