+312.3%
DELL vs SNAP
-23.8%
+336.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.3% | -5.9% |
| 7D | -1.9% | -3.2% | +1.3% | -1.5% |
| 30D | +14.9% | +0.2% | +14.7% | +14.6% |
| 3M | +37.2% | +2.6% | +34.6% | +36.4% |
| 6M | +254.0% | +12.4% | +241.6% | +245.0% |
| YTD | +306.1% | -31.6% | +337.7% | +330.9% |
| 1Y | +312.3% | -21.7% | +334.0% | +358.5% |
| All | +312.3% | -23.8% | +336.0% | +358.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling