-79.4%
SNAP vs DD
+67.3%
-146.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | -1.0% |
| 7D | -7.3% | +9.8% | -17.1% | -11.4% |
| 30D | -18.9% | +19.3% | -38.3% | -25.5% |
| 3M | -5.3% | +9.4% | -14.6% | -9.5% |
| 6M | -16.9% | +4.8% | -21.7% | -19.3% |
| YTD | -37.4% | +30.2% | -67.7% | -45.8% |
| 1Y | -38.5% | +32.2% | -70.7% | -47.1% |
| 3Y | -55.1% | +93.1% | -148.2% | -67.9% |
| 5Y | -90.8% | +68.0% | -158.8% | -93.1% |
| All | -79.4% | +67.3% | -146.6% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling