+21.4%
DAL vs SNAP
-19.6%
+41.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.0% | +9.7% | -1.4% |
| 7D | +4.6% | -10.4% | +14.9% | +6.9% |
| 30D | +2.3% | -11.9% | +14.3% | +4.8% |
| 3M | -8.1% | -4.5% | -3.6% | -7.5% |
| 6M | +21.4% | -16.7% | +38.1% | +27.2% |
| All | +21.4% | -19.6% | +41.0% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling