+2.6%
DIS vs SNAP
-77.2%
+79.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.3% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +3.5% | +2.6% | +0.9% | +3.1% |
| 3M | +6.8% | -9.9% | +16.7% | +7.5% |
| 6M | +3.0% | +1.9% | +1.1% | +1.7% |
| YTD | -6.7% | -32.2% | +25.5% | -3.8% |
| 1Y | -10.1% | -22.8% | +12.8% | -8.9% |
| 3Y | +33.0% | -47.6% | +80.6% | +34.6% |
| 5Y | -40.0% | -92.7% | +52.7% | -32.1% |
| All | +2.6% | -77.2% | +79.8% | -4.3% |
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 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