-79.7%
SNAP vs D
+36.6%
-116.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.3% |
| 7D | -7.1% | +3.0% | -10.1% | -7.5% |
| 30D | -14.6% | +11.5% | -26.1% | -16.1% |
| 3M | -5.0% | +3.7% | -8.7% | -5.5% |
| 6M | -18.8% | +13.5% | -32.4% | -20.5% |
| YTD | -38.5% | +20.7% | -59.3% | -40.5% |
| 1Y | -38.1% | +18.2% | -56.3% | -39.9% |
| 3Y | -53.8% | +73.3% | -127.1% | -58.8% |
| 5Y | -90.7% | +12.3% | -102.9% | -91.2% |
| All | -79.7% | +36.6% | -116.4% | -80.0% |
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