-53.8%
SNAP vs FTI
+191.5%
-245.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.3% |
| 7D | -7.1% | -7.6% | +0.5% | -5.3% |
| 30D | -14.6% | -7.1% | -7.5% | -13.2% |
| 3M | -5.0% | -8.7% | +3.7% | -3.4% |
| 6M | -18.8% | -14.0% | -4.8% | -16.7% |
| YTD | -38.5% | +42.8% | -81.4% | -47.4% |
| 1Y | -38.1% | +50.4% | -88.4% | -48.1% |
| 3Y | -53.8% | +194.1% | -247.9% | -68.3% |
| All | -53.8% | +191.5% | -245.2% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling