-92.6%
SNAP vs FWONK
+95.7%
-188.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.8% |
| 7D | -3.2% | -1.5% | -1.6% | -2.3% |
| 30D | +0.2% | -6.8% | +7.0% | +4.6% |
| 3M | +2.6% | +7.7% | -5.1% | -2.8% |
| 6M | +12.4% | +11.0% | +1.5% | +3.8% |
| YTD | -31.6% | -3.1% | -28.5% | -31.3% |
| 1Y | -21.7% | -3.5% | -18.2% | -21.4% |
| 3Y | -41.2% | +44.6% | -85.8% | -58.9% |
| 5Y | -92.6% | +98.3% | -190.8% | -96.5% |
| All | -92.6% | +95.7% | -188.3% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling