+110.9%
DT vs SNAP
-67.7%
+178.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.9% | +1.5% | -6.4% | -5.3% |
| 30D | +2.7% | +1.9% | +0.8% | +1.8% |
| 3M | +20.0% | -3.9% | +23.9% | +19.4% |
| 6M | +28.0% | +5.2% | +22.8% | +22.8% |
| YTD | +16.0% | -32.7% | +48.7% | +24.2% |
| 1Y | +0.7% | -24.8% | +25.5% | +4.0% |
| 3Y | +6.2% | -42.2% | +48.4% | +3.6% |
| 5Y | -28.1% | -92.7% | +64.5% | +9.6% |
| All | +110.9% | -67.7% | +178.6% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling