-41.1%
DIS vs SNAP
-92.8%
+51.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +3.5% | +2.6% | +0.9% | +3.0% |
| 3M | +6.8% | -9.9% | +16.7% | +7.6% |
| 6M | +3.0% | +1.9% | +1.1% | +1.4% |
| YTD | -6.7% | -32.2% | +25.5% | -3.2% |
| 1Y | -10.1% | -22.8% | +12.8% | -8.7% |
| 3Y | +33.0% | -47.6% | +80.6% | +34.0% |
| All | -41.1% | -92.8% | +51.7% | -32.2% |
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