-41.9%
SNAP vs DBX
+4.4%
-46.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +4.6% |
| 7D | -7.3% | -8.6% | +1.2% | -3.5% |
| 30D | -18.9% | -5.2% | -13.8% | -16.8% |
| 3M | -5.3% | -6.4% | +1.2% | -2.8% |
| 6M | -16.9% | +12.7% | -29.7% | -21.7% |
| YTD | -37.4% | +17.2% | -54.6% | -45.5% |
| All | -41.9% | +4.4% | -46.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling