-55.1%
SNAP vs DBX
+24.2%
-79.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +4.4% |
| 7D | -7.3% | -8.6% | +1.2% | -3.7% |
| 30D | -18.9% | -5.2% | -13.8% | -17.0% |
| 3M | -5.3% | -6.4% | +1.2% | -2.9% |
| 6M | -16.9% | +12.7% | -29.7% | -21.6% |
| YTD | -37.4% | +17.2% | -54.6% | -42.3% |
| 1Y | -38.5% | +5.5% | -44.0% | -41.0% |
| 3Y | -55.1% | +24.1% | -79.2% | -62.0% |
| All | -55.1% | +24.2% | -79.3% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling