-53.8%
SNAP vs DG
+19.3%
-73.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.3% |
| 7D | -7.1% | +1.1% | -8.2% | -7.1% |
| 30D | -14.6% | +9.5% | -24.1% | -15.0% |
| 3M | -5.0% | +5.5% | -10.4% | -5.3% |
| 6M | -18.8% | +16.1% | -34.9% | -19.5% |
| YTD | -38.5% | +2.7% | -41.2% | -38.8% |
| 1Y | -38.1% | +42.1% | -80.2% | -38.2% |
| 3Y | -53.8% | +19.3% | -73.0% | -55.5% |
| All | -53.8% | +19.3% | -73.1% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling