-75.8%
SNAP vs DECK
+897.1%
-972.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.0% | -0.1% | +3.3% |
| 7D | -0.7% | +10.4% | -11.0% | -4.9% |
| 30D | +5.5% | +11.1% | -5.6% | +0.8% |
| 3M | +2.2% | -10.8% | +13.0% | +7.1% |
| 6M | -4.1% | -8.7% | +4.7% | -0.9% |
| YTD | -26.6% | -14.0% | -12.6% | -23.5% |
| 1Y | -20.7% | +12.0% | -32.8% | -26.9% |
| 3Y | -44.8% | -10.5% | -34.3% | -47.7% |
| 5Y | -88.7% | +28.5% | -117.2% | -91.3% |
| All | -75.8% | +897.1% | -972.9% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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