+100.1%
DAL vs SNAP
-75.3%
+175.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.9% | +1.3% | +6.2% |
| 7D | +11.1% | -0.7% | +11.7% | +11.2% |
| 30D | +7.7% | +5.5% | +2.2% | +6.7% |
| 3M | -3.5% | +2.2% | -5.8% | -4.3% |
| 6M | +31.3% | -4.1% | +35.4% | +30.8% |
| YTD | +30.0% | -26.6% | +56.6% | +33.7% |
| 1Y | +62.1% | -20.7% | +82.8% | +64.4% |
| 3Y | +176.6% | -44.8% | +221.4% | +183.0% |
| 5Y | +126.2% | -88.7% | +214.9% | +156.5% |
| All | +100.1% | -75.3% | +175.4% | +82.7% |
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