-79.7%
SNAP vs DG
+108.5%
-188.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.9% |
| 7D | -7.1% | +1.1% | -8.2% | -7.2% |
| 30D | -14.6% | +9.5% | -24.1% | -16.2% |
| 3M | -5.0% | +5.5% | -10.4% | -6.2% |
| 6M | -18.8% | +16.1% | -34.9% | -21.5% |
| YTD | -38.5% | +2.7% | -41.2% | -39.2% |
| 1Y | -38.1% | +42.1% | -80.2% | -42.6% |
| 3Y | -53.8% | +19.3% | -73.0% | -57.7% |
| 5Y | -90.7% | -35.3% | -55.3% | -89.7% |
| All | -79.7% | +108.5% | -188.2% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling