-92.9%
SNAP vs DGX
+62.5%
-155.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.0% | -2.2% | -2.8% | -4.3% |
| 30D | -0.7% | -0.9% | +0.2% | -0.5% |
| 3M | -5.0% | +15.6% | -20.6% | -9.4% |
| 6M | +3.5% | +17.8% | -14.3% | -2.1% |
| YTD | -34.2% | +37.5% | -71.7% | -41.6% |
| 1Y | -27.1% | +31.2% | -58.2% | -34.5% |
| 3Y | -43.5% | +96.6% | -140.0% | -60.4% |
| All | -92.9% | +62.5% | -155.3% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling