+91.4%
DAL vs SNAP
-78.8%
+170.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.0% | +9.7% | -2.2% |
| 7D | +4.6% | -10.4% | +14.9% | +6.3% |
| 30D | +2.3% | -11.9% | +14.3% | +4.1% |
| 3M | -8.1% | -4.5% | -3.6% | -7.9% |
| 6M | +21.4% | -16.7% | +38.1% | +23.6% |
| YTD | +24.3% | -36.9% | +61.2% | +30.7% |
| 1Y | +47.4% | -30.3% | +77.6% | +52.4% |
| 3Y | +164.6% | -52.5% | +217.1% | +176.8% |
| 5Y | +100.2% | -90.4% | +190.7% | +132.6% |
| All | +91.4% | -78.8% | +170.2% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling