-93.1%
SNAP vs FRSH
-72.0%
-21.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +1.8% |
| 7D | +1.5% | -10.1% | +11.6% | +7.0% |
| 30D | +1.9% | +2.2% | -0.3% | +0.2% |
| 3M | -3.9% | +28.6% | -32.5% | -16.2% |
| 6M | +5.2% | +40.2% | -35.0% | -13.7% |
| YTD | -32.7% | -1.2% | -31.5% | -34.4% |
| 1Y | -24.8% | -7.9% | -16.9% | -24.2% |
| 3Y | -42.2% | -44.7% | +2.6% | -28.6% |
| All | -93.1% | -72.0% | -21.1% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling