-8.1%
DT vs SNAP
-53.8%
+45.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | -24.7% | -7.1% | -17.6% | -24.0% |
| 30D | -27.4% | -14.6% | -12.7% | -25.8% |
| 3M | -11.1% | -5.0% | -6.1% | -10.8% |
| 6M | +13.7% | -18.8% | +32.5% | +15.7% |
| YTD | +0.2% | -38.5% | +38.8% | +5.6% |
| 1Y | -5.7% | -38.1% | +32.4% | -0.8% |
| 3Y | -8.1% | -53.8% | +45.7% | -9.1% |
| All | -8.1% | -53.8% | +45.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling