+106.7%
DAL vs SNAP
-79.2%
+185.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +10.7% | -10.6% | +21.3% | +12.6% |
| 30D | +12.5% | -19.7% | +32.3% | +16.2% |
| 3M | +3.6% | -6.5% | +10.2% | +4.2% |
| 6M | +26.7% | -17.8% | +44.5% | +29.2% |
| YTD | +34.3% | -38.0% | +72.3% | +41.6% |
| 1Y | +59.1% | -42.5% | +101.6% | +69.6% |
| 3Y | +179.9% | -55.8% | +235.7% | +195.6% |
| 5Y | +119.1% | -90.5% | +209.7% | +155.2% |
| All | +106.7% | -79.2% | +185.9% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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