-43.7%
SNAP vs DD
+46.1%
-89.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | +0.7% | -3.5% | +4.2% | +2.9% |
| 30D | +2.6% | -10.3% | +12.9% | +9.6% |
| 3M | -9.9% | -7.5% | -2.3% | -5.7% |
| 6M | +1.9% | -8.0% | +9.9% | +5.6% |
| YTD | -32.2% | +10.5% | -42.7% | -38.6% |
| 1Y | -22.8% | +38.3% | -61.1% | -41.5% |
| All | -43.7% | +46.1% | -89.9% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling