-77.5%
SNAP vs DGX
+183.9%
-261.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.7% |
| 7D | -3.2% | -3.5% | +0.3% | -1.8% |
| 30D | +0.2% | -2.7% | +2.9% | +1.2% |
| 3M | +2.6% | +13.9% | -11.3% | -3.0% |
| 6M | +12.4% | +16.0% | -3.6% | +5.1% |
| YTD | -31.6% | +34.9% | -66.5% | -40.5% |
| 1Y | -21.7% | +30.6% | -52.3% | -31.3% |
| 3Y | -41.2% | +93.0% | -134.2% | -58.7% |
| 5Y | -92.6% | +64.4% | -157.0% | -94.3% |
| All | -77.5% | +183.9% | -261.4% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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