+95.5%
DAL vs SNAP
-79.3%
+174.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.7% | +2.6% |
| 7D | +8.8% | -7.1% | +15.9% | +10.0% |
| 30D | +5.4% | -14.6% | +20.0% | +7.7% |
| 3M | -4.9% | -5.0% | +0.1% | -4.7% |
| 6M | +19.8% | -18.8% | +38.7% | +22.4% |
| YTD | +27.0% | -38.5% | +65.5% | +34.1% |
| 1Y | +52.5% | -38.1% | +90.5% | +60.6% |
| 3Y | +173.8% | -53.8% | +227.6% | +187.6% |
| 5Y | +104.5% | -90.7% | +195.2% | +138.6% |
| All | +95.5% | -79.3% | +174.8% | +83.3% |
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