-78.5%
SNAP vs D
+34.7%
-113.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +6.0% | -1.4% | +7.4% | +6.3% |
| 30D | -13.8% | +7.7% | -21.5% | -14.8% |
| 3M | -0.8% | -0.3% | -0.5% | -0.8% |
| 6M | -6.2% | +10.1% | -16.3% | -7.7% |
| YTD | -34.8% | +19.1% | -53.9% | -36.8% |
| 1Y | -38.7% | +15.9% | -54.6% | -40.4% |
| 3Y | -53.5% | +75.0% | -128.5% | -58.7% |
| 5Y | -90.2% | +13.4% | -103.6% | -90.7% |
| All | -78.5% | +34.7% | -113.3% | -78.8% |
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