+13.7%
DIS vs SNAP
-79.3%
+93.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +5.2% | -7.1% | +12.4% | +6.0% |
| 30D | +11.5% | -14.6% | +26.1% | +13.2% |
| 3M | +11.5% | -5.0% | +16.5% | +11.7% |
| 6M | +8.9% | -18.8% | +27.7% | +10.4% |
| YTD | +3.4% | -38.5% | +41.9% | +7.5% |
| 1Y | +7.2% | -38.1% | +45.3% | +11.3% |
| 3Y | +43.3% | -53.8% | +97.1% | +46.9% |
| 5Y | -31.4% | -90.7% | +59.2% | -23.7% |
| All | +13.7% | -79.3% | +93.0% | +7.0% |
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