+105.8%
DAL vs SNAP
-92.8%
+198.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -13.9% | +2.6% | -16.6% | -14.6% |
| 3M | +1.1% | -9.9% | +11.0% | +2.1% |
| 6M | +26.2% | +1.9% | +24.4% | +23.9% |
| YTD | +16.4% | -32.2% | +48.6% | +22.4% |
| 1Y | +33.9% | -22.8% | +56.7% | +36.8% |
| 3Y | +93.4% | -47.6% | +141.0% | +99.6% |
| All | +105.8% | -92.8% | +198.6% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling