-77.7%
SNAP vs FTV
+59.4%
-137.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.4% |
| 7D | +0.7% | -4.5% | +5.2% | +4.0% |
| 30D | +2.6% | -7.1% | +9.7% | +7.8% |
| 3M | -9.9% | -7.2% | -2.7% | -5.9% |
| 6M | +1.9% | -1.5% | +3.4% | +1.9% |
| YTD | -32.2% | +3.5% | -35.7% | -35.3% |
| 1Y | -22.8% | +20.3% | -43.2% | -34.1% |
| 3Y | -47.6% | -3.1% | -44.5% | -47.8% |
| 5Y | -92.7% | +2.3% | -95.1% | -93.0% |
| All | -77.7% | +59.4% | -137.0% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling