+36.0%
DIS vs SNAP
-55.0%
+91.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.8% |
| 7D | +5.3% | -7.3% | +12.7% | +6.2% |
| 30D | +10.2% | -18.9% | +29.2% | +12.9% |
| 3M | +13.5% | -5.3% | +18.8% | +13.8% |
| 6M | +11.1% | -16.9% | +28.1% | +12.5% |
| YTD | +5.5% | -37.4% | +42.9% | +9.7% |
| 1Y | +9.1% | -38.5% | +47.6% | +13.7% |
| 3Y | +36.0% | -55.1% | +91.1% | +36.7% |
| All | +36.0% | -55.0% | +91.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling