-78.5%
SNAP vs FTV
+90.1%
-168.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +6.0% | +3.9% | +2.1% | +3.3% |
| 30D | -13.8% | +18.7% | -32.4% | -23.2% |
| 3M | -0.8% | +10.0% | -10.8% | -7.2% |
| 6M | -6.2% | +14.6% | -20.8% | -15.3% |
| YTD | -34.8% | +23.4% | -58.2% | -44.9% |
| 1Y | -38.7% | +31.3% | -70.0% | -50.5% |
| 3Y | -53.5% | +39.8% | -93.3% | -63.8% |
| 5Y | -90.2% | +17.7% | -107.9% | -91.5% |
| All | -78.5% | +90.1% | -168.6% | -85.0% |
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