-77.8%
SNAP vs FWONK
+208.9%
-286.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +1.5% | -2.1% | +3.6% | +2.6% |
| 30D | +1.9% | -7.7% | +9.6% | +6.1% |
| 3M | -3.9% | +9.3% | -13.2% | -8.5% |
| 6M | +5.2% | +13.3% | -8.1% | -2.1% |
| YTD | -32.7% | -3.6% | -29.1% | -32.3% |
| 1Y | -24.8% | -6.8% | -18.0% | -23.2% |
| 3Y | -42.2% | +43.9% | -86.0% | -54.1% |
| 5Y | -92.7% | +94.4% | -187.1% | -94.9% |
| All | -77.8% | +208.9% | -286.7% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FWONK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling