-76.8%
SNAP vs FWONK
+211.0%
-287.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +9.2% | -7.7% | +17.0% | +13.7% |
| 3M | +6.6% | +5.7% | +0.8% | +3.2% |
| 6M | +16.9% | +13.5% | +3.4% | +8.7% |
| YTD | -29.6% | -3.0% | -26.7% | -29.5% |
| 1Y | -22.1% | -6.4% | -15.7% | -20.6% |
| 3Y | -39.8% | +43.8% | -83.7% | -52.2% |
| 5Y | -92.4% | +98.6% | -190.9% | -94.8% |
| All | -76.8% | +211.0% | -287.8% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling