-79.2%
SNAP vs DECK
+881.8%
-961.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.5% | -12.5% | -13.4% |
| 7D | -10.4% | +6.0% | -16.4% | -12.5% |
| 30D | -11.9% | +7.4% | -19.4% | -14.6% |
| 3M | -4.5% | -11.7% | +7.1% | +0.6% |
| 6M | -16.7% | -11.0% | -5.7% | -12.9% |
| YTD | -36.9% | -15.4% | -21.6% | -33.7% |
| 1Y | -30.3% | +7.2% | -37.5% | -34.4% |
| 3Y | -52.5% | -11.8% | -40.7% | -54.7% |
| 5Y | -90.4% | +24.3% | -114.8% | -92.6% |
| All | -79.2% | +881.8% | -961.0% | -90.3% |
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