-79.7%
SNAP vs DD
+58.0%
-137.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | -7.1% | +4.6% | -11.7% | -9.0% |
| 30D | -14.6% | +11.8% | -26.4% | -19.0% |
| 3M | -5.0% | +2.2% | -7.1% | -6.2% |
| 6M | -18.8% | -1.6% | -17.2% | -18.7% |
| YTD | -38.5% | +23.0% | -61.5% | -45.2% |
| 1Y | -38.1% | +26.9% | -65.0% | -45.7% |
| 3Y | -53.8% | +77.9% | -131.7% | -65.7% |
| 5Y | -90.7% | +59.9% | -150.6% | -92.8% |
| All | -79.7% | +58.0% | -137.7% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling