-43.7%
SNAP vs DGX
+96.8%
-140.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.0% | -2.2% | -2.8% | -5.0% |
| 30D | -0.7% | -0.9% | +0.2% | -0.8% |
| 3M | -5.0% | +15.6% | -20.6% | -4.5% |
| 6M | +3.5% | +17.8% | -14.3% | +4.2% |
| YTD | -34.2% | +37.5% | -71.7% | -33.7% |
| 1Y | -27.1% | +31.2% | -58.2% | -26.6% |
| All | -43.7% | +96.8% | -140.5% | -38.6% |
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