-79.4%
SNAP vs FTV
+87.8%
-167.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | 0.0% |
| 7D | -7.3% | +0.4% | -7.7% | -7.2% |
| 30D | -18.9% | +17.2% | -36.1% | -27.2% |
| 3M | -5.3% | +8.9% | -14.1% | -10.7% |
| 6M | -16.9% | +11.3% | -28.2% | -23.4% |
| YTD | -37.4% | +21.9% | -59.4% | -46.6% |
| 1Y | -38.5% | +31.6% | -70.0% | -50.4% |
| 3Y | -55.1% | +38.1% | -93.1% | -64.8% |
| 5Y | -90.8% | +15.7% | -106.5% | -91.9% |
| All | -79.4% | +87.8% | -167.2% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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