-53.5%
SNAP vs DGX
+106.7%
-160.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.0% | +1.6% | +4.5% | +6.0% |
| 30D | -13.8% | +11.2% | -25.0% | -13.8% |
| 3M | -0.8% | +10.4% | -11.1% | -0.7% |
| 6M | -6.2% | +37.1% | -43.3% | -5.5% |
| YTD | -34.8% | +52.1% | -86.9% | -34.4% |
| 1Y | -38.7% | +40.7% | -79.4% | -38.2% |
| 3Y | -53.5% | +107.6% | -161.0% | -50.8% |
| All | -53.5% | +106.7% | -160.2% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling