-77.8%
SNAP vs FTI
+245.9%
-323.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +1.9% | +12.3% | -10.5% | -0.5% |
| 3M | -3.9% | +13.8% | -17.7% | -6.8% |
| 6M | +5.2% | +24.3% | -19.1% | -0.2% |
| YTD | -32.7% | +75.8% | -108.5% | -40.7% |
| 1Y | -24.8% | +99.6% | -124.4% | -35.7% |
| 3Y | -42.2% | +278.4% | -320.6% | -57.1% |
| 5Y | -92.7% | +1,168.7% | -1,261.4% | -95.9% |
| All | -77.8% | +245.9% | -323.7% | -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