-77.7%
SNAP vs FTI
+253.3%
-331.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | +0.7% | +5.3% | -4.5% | -0.3% |
| 30D | +2.6% | +15.3% | -12.7% | -0.3% |
| 3M | -9.9% | +15.8% | -25.7% | -12.9% |
| 6M | +1.9% | +22.6% | -20.7% | -3.1% |
| YTD | -32.2% | +79.5% | -111.8% | -40.5% |
| 1Y | -22.8% | +102.0% | -124.9% | -34.2% |
| 3Y | -47.6% | +315.8% | -363.4% | -61.9% |
| 5Y | -92.7% | +1,129.5% | -1,222.2% | -95.9% |
| All | -77.7% | +253.3% | -331.0% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling