-78.5%
SNAP vs FTI
+193.2%
-271.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | +6.0% | +4.3% | +1.7% | +5.2% |
| 30D | -13.8% | -4.7% | -9.1% | -13.1% |
| 3M | -0.8% | -13.5% | +12.8% | +1.8% |
| 6M | -6.2% | -8.7% | +2.5% | -5.4% |
| YTD | -34.8% | +49.0% | -83.8% | -40.8% |
| 1Y | -38.7% | +54.0% | -92.7% | -44.8% |
| 3Y | -53.5% | +211.6% | -265.1% | -64.1% |
| 5Y | -90.2% | +881.9% | -972.1% | -94.2% |
| All | -78.5% | +193.2% | -271.7% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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