+14.2%
DIS vs SNAP
-78.8%
+93.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.6% | +0.2% |
| 7D | +5.7% | -10.4% | +16.1% | +6.9% |
| 30D | +12.7% | -11.9% | +24.6% | +14.0% |
| 3M | +15.2% | -4.5% | +19.7% | +15.3% |
| 6M | +17.6% | -16.7% | +34.2% | +18.9% |
| YTD | +3.8% | -36.9% | +40.7% | +7.6% |
| 1Y | +6.8% | -30.3% | +37.1% | +9.3% |
| 3Y | +42.1% | -52.5% | +94.6% | +45.2% |
| 5Y | -31.2% | -90.4% | +59.3% | -23.6% |
| All | +14.2% | -78.8% | +93.0% | +7.1% |
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