+199.4%
DIA vs SNAP
-79.0%
+278.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +2.0% |
| 7D | +0.8% | -7.3% | +8.1% | +1.3% |
| 30D | +1.4% | -18.9% | +20.4% | +3.0% |
| 3M | -2.7% | -5.3% | +2.6% | -2.6% |
| 6M | +6.2% | -16.9% | +23.2% | +7.1% |
| YTD | +10.1% | -37.4% | +47.5% | +12.9% |
| 1Y | +13.0% | -38.5% | +51.5% | +16.0% |
| 3Y | +61.9% | -55.1% | +116.9% | +64.7% |
| 5Y | +57.1% | -90.8% | +147.9% | +70.3% |
| All | +199.4% | -79.0% | +278.4% | +164.5% |
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 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