+96.4%
DE vs SNAP
-92.9%
+189.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | +9.6% | +1.9% | +7.8% | +9.4% |
| 3M | +19.0% | -3.9% | +22.9% | +18.9% |
| 6M | +16.1% | +5.2% | +10.8% | +14.9% |
| YTD | +47.0% | -32.7% | +79.7% | +49.4% |
| 1Y | +43.1% | -24.8% | +67.9% | +44.2% |
| 3Y | +77.5% | -42.2% | +119.7% | +77.8% |
| 5Y | +96.4% | -92.7% | +189.0% | +108.3% |
| All | +96.4% | -92.9% | +189.2% | +108.3% |
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