+631.0%
DE vs SNAP
-77.7%
+708.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.1% |
| 7D | +2.3% | -9.8% | +12.1% | +3.0% |
| 30D | +9.3% | -18.2% | +27.6% | +10.8% |
| 3M | +12.2% | -3.1% | +15.3% | +12.0% |
| 6M | +18.1% | -7.1% | +25.2% | +17.8% |
| YTD | +49.8% | -33.8% | +83.6% | +52.6% |
| 1Y | +46.4% | -39.0% | +85.4% | +50.0% |
| 3Y | +92.5% | -52.8% | +145.4% | +94.9% |
| 5Y | +107.4% | -90.0% | +197.4% | +124.5% |
| All | +631.0% | -77.7% | +708.7% | +527.9% |
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