-77.7%
SNAP vs DECK
+860.2%
-937.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.7% |
| 7D | +0.7% | -2.2% | +3.0% | +1.7% |
| 30D | +2.6% | -13.6% | +16.2% | +9.0% |
| 3M | -9.9% | -21.2% | +11.4% | -0.4% |
| 6M | +1.9% | -21.1% | +22.9% | +12.1% |
| YTD | -32.2% | -17.2% | -15.0% | -28.1% |
| 1Y | -22.8% | -30.7% | +7.9% | -12.7% |
| 3Y | -47.6% | -3.4% | -44.2% | -52.5% |
| 5Y | -92.7% | +25.5% | -118.3% | -94.4% |
| All | -77.7% | +860.2% | -937.9% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling