-22.8%
SNAP vs D
+16.8%
-39.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.1% |
| 7D | +0.7% | +1.5% | -0.7% | +1.0% |
| 30D | +2.6% | -2.6% | +5.2% | +2.1% |
| 3M | -9.9% | 0.0% | -9.9% | -9.7% |
| 6M | +1.9% | +7.4% | -5.5% | +3.6% |
| YTD | -32.2% | +15.9% | -48.1% | -28.1% |
| 1Y | -22.8% | +18.1% | -41.0% | -14.5% |
| All | -22.8% | +16.8% | -39.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling