-92.8%
SNAP vs FTV
+2.3%
-95.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.1% |
| 7D | +0.7% | -4.5% | +5.2% | +5.0% |
| 30D | +2.6% | -7.1% | +9.7% | +9.5% |
| 3M | -9.9% | -7.2% | -2.7% | -4.7% |
| 6M | +1.9% | -1.5% | +3.4% | +1.3% |
| YTD | -32.2% | +3.5% | -35.7% | -37.0% |
| 1Y | -22.8% | +20.3% | -43.2% | -39.1% |
| 3Y | -47.6% | -3.1% | -44.5% | -49.2% |
| All | -92.8% | +2.3% | -95.2% | -94.0% |
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