-78.2%
SNAP vs D
+35.5%
-113.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +6.9% |
| 7D | -9.8% | -2.4% | -7.4% | -9.5% |
| 30D | -18.2% | +9.0% | -27.2% | -19.3% |
| 3M | -3.1% | +1.0% | -4.0% | -3.3% |
| 6M | -7.1% | +11.0% | -18.1% | -8.7% |
| YTD | -33.8% | +19.8% | -53.6% | -35.9% |
| 1Y | -39.0% | +16.0% | -55.0% | -40.7% |
| 3Y | -52.8% | +74.4% | -127.2% | -58.1% |
| 5Y | -90.0% | +13.5% | -103.5% | -90.5% |
| All | -78.2% | +35.5% | -113.7% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling