-23.9%
DIS vs SNAP
-90.0%
+66.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -0.6% |
| 7D | +0.6% | -9.8% | +10.4% | +1.8% |
| 30D | +10.3% | -18.2% | +28.5% | +13.0% |
| 3M | +15.6% | -3.1% | +18.7% | +15.4% |
| 6M | +15.1% | -7.1% | +22.3% | +14.9% |
| YTD | +6.0% | -33.8% | +39.8% | +9.9% |
| 1Y | +5.7% | -39.0% | +44.7% | +10.8% |
| 3Y | +39.8% | -52.8% | +92.6% | +42.6% |
| 5Y | -23.9% | -90.0% | +66.1% | -8.3% |
| All | -23.9% | -90.0% | +66.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling