+204.8%
DIA vs SNAP
-77.2%
+282.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -1.5% | +2.6% | -4.2% | -1.8% |
| 3M | +3.8% | -9.9% | +13.6% | +4.2% |
| 6M | +10.3% | +1.9% | +8.4% | +9.3% |
| YTD | +12.1% | -32.2% | +44.3% | +14.4% |
| 1Y | +18.6% | -22.8% | +41.5% | +19.6% |
| 3Y | +60.6% | -47.6% | +108.2% | +61.5% |
| 5Y | +64.4% | -92.7% | +157.1% | +81.2% |
| All | +204.8% | -77.2% | +282.0% | +168.1% |
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