-77.7%
SNAP vs D
+31.1%
-108.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +2.6% | -3.6% | +6.2% | +3.2% |
| 3M | -9.9% | -1.0% | -8.9% | -9.8% |
| 6M | +1.9% | +6.3% | -4.4% | +0.7% |
| YTD | -32.2% | +14.7% | -46.9% | -33.9% |
| 1Y | -22.8% | +16.9% | -39.8% | -25.1% |
| 3Y | -47.6% | +56.8% | -104.4% | -52.6% |
| 5Y | -92.7% | +5.2% | -97.9% | -93.0% |
| All | -77.7% | +31.1% | -108.8% | -77.8% |
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 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