-24.8%
SNAP vs DD
+37.3%
-62.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +1.9% | -7.4% | +9.3% | +4.3% |
| 3M | -3.9% | -6.4% | +2.5% | -1.9% |
| 6M | +5.2% | -2.5% | +7.7% | +5.1% |
| YTD | -32.7% | +10.2% | -43.0% | -35.1% |
| 1Y | -24.8% | +36.9% | -61.7% | -33.1% |
| All | -24.8% | +37.3% | -62.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling