-79.2%
SNAP vs D
+38.7%
-117.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.9% | -14.0% |
| 7D | -10.4% | +6.9% | -17.3% | -11.3% |
| 30D | -11.9% | +12.3% | -24.3% | -13.5% |
| 3M | -4.5% | +3.0% | -7.5% | -5.0% |
| 6M | -16.7% | +12.8% | -29.5% | -18.4% |
| YTD | -36.9% | +22.6% | -59.5% | -39.1% |
| 1Y | -30.3% | +21.7% | -51.9% | -32.7% |
| 3Y | -52.5% | +83.9% | -136.4% | -58.2% |
| 5Y | -90.4% | +14.0% | -104.4% | -90.9% |
| All | -79.2% | +38.7% | -117.9% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling