-77.8%
SNAP vs DG
+98.3%
-176.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | +1.5% | -2.5% | +4.0% | +2.0% |
| 30D | +1.9% | +1.0% | +0.9% | +1.5% |
| 3M | -3.9% | +20.3% | -24.2% | -7.4% |
| 6M | +5.2% | -11.7% | +17.0% | +7.3% |
| YTD | -32.7% | -2.3% | -30.4% | -32.8% |
| 1Y | -24.8% | +20.0% | -44.8% | -28.1% |
| 3Y | -42.2% | +7.2% | -49.4% | -45.6% |
| 5Y | -92.7% | -37.9% | -54.7% | -91.8% |
| All | -77.8% | +98.3% | -176.1% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling