+3,207.9%
DELL vs SNAP
-77.9%
+3,285.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +8.7% | -5.0% | +13.8% | +9.5% |
| 30D | +16.9% | -0.7% | +17.6% | +16.8% |
| 3M | +40.4% | -5.0% | +45.4% | +40.5% |
| 6M | +267.1% | +3.5% | +263.6% | +260.6% |
| YTD | +329.1% | -34.2% | +363.3% | +347.3% |
| 1Y | +346.9% | -27.1% | +374.0% | +357.7% |
| 3Y | +696.6% | -43.5% | +740.1% | +713.3% |
| 5Y | +1,106.2% | -92.9% | +1,199.1% | +1,335.7% |
| All | +3,207.9% | -77.9% | +3,285.8% | +2,797.2% |
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