-91.0%
SNAP vs FTV
+12.0%
-103.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -7.1% | +0.2% | -7.3% | -6.8% |
| 30D | -14.6% | +15.7% | -30.3% | -24.9% |
| 3M | -5.0% | +7.5% | -12.5% | -11.2% |
| 6M | -18.8% | +8.5% | -27.3% | -25.6% |
| YTD | -38.5% | +18.8% | -57.3% | -49.6% |
| 1Y | -38.1% | +28.5% | -66.6% | -53.4% |
| 3Y | -53.8% | +34.0% | -87.8% | -68.0% |
| All | -91.0% | +12.0% | -103.0% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling