+631.1%
DE vs SNAP
-77.2%
+708.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | +10.0% | +0.7% | +9.3% | +9.9% |
| 30D | +13.3% | +2.6% | +10.7% | +13.0% |
| 3M | +17.5% | -9.9% | +27.4% | +18.0% |
| 6M | +13.6% | +1.9% | +11.7% | +12.4% |
| YTD | +49.8% | -32.2% | +82.0% | +52.8% |
| 1Y | +47.9% | -22.8% | +70.7% | +48.9% |
| 3Y | +72.5% | -47.6% | +120.1% | +73.5% |
| 5Y | +90.2% | -92.7% | +182.9% | +112.0% |
| All | +631.1% | -77.2% | +708.3% | +528.9% |
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 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