+88.3%
DT vs SNAP
-69.0%
+157.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +2.7% | +2.6% | +0.2% | +2.1% |
| 30D | -30.4% | -19.6% | -10.8% | -26.9% |
| 3M | -9.4% | +0.4% | -9.8% | -10.3% |
| 6M | +14.5% | -5.9% | +20.5% | +13.6% |
| YTD | +3.6% | -35.3% | +38.9% | +11.3% |
| 1Y | -3.4% | -42.6% | +39.1% | +6.7% |
| 3Y | -11.1% | -53.9% | +42.8% | -7.9% |
| 5Y | -39.5% | -90.3% | +50.8% | -14.9% |
| All | +88.3% | -69.0% | +157.2% | +38.3% |
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