-69.4%
SNAP vs DBX
+11.7%
-81.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -10.6% | -7.3% | -3.2% | -6.8% |
| 30D | -19.7% | -5.7% | -14.0% | -17.1% |
| 3M | -6.5% | -6.3% | -0.2% | -3.8% |
| 6M | -17.8% | +12.1% | -29.9% | -23.8% |
| YTD | -38.0% | +16.5% | -54.6% | -44.2% |
| 1Y | -42.5% | +6.1% | -48.5% | -45.6% |
| 3Y | -55.8% | +21.8% | -77.6% | -63.6% |
| 5Y | -90.5% | +19.1% | -109.7% | -91.9% |
| All | -69.4% | +11.7% | -81.2% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling