-42.6%
SNAP vs FTV
+31.4%
-74.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +2.6% | +3.7% | -1.2% | +1.0% |
| 30D | -19.6% | +16.8% | -36.4% | -23.5% |
| 3M | +0.4% | +10.4% | -10.0% | -2.7% |
| 6M | -5.9% | +12.8% | -18.8% | -9.8% |
| YTD | -35.3% | +23.3% | -58.6% | -39.0% |
| 1Y | -42.6% | +31.0% | -73.6% | -46.9% |
| All | -42.6% | +31.4% | -74.0% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling