-77.7%
SNAP vs DGX
+191.3%
-269.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +0.7% | -2.3% | +3.1% | +1.7% |
| 30D | +2.6% | +0.6% | +2.1% | +2.4% |
| 3M | -9.9% | +21.4% | -31.3% | -17.0% |
| 6M | +1.9% | +14.7% | -12.9% | -4.2% |
| YTD | -32.2% | +38.4% | -70.7% | -41.6% |
| 1Y | -22.8% | +34.0% | -56.8% | -33.0% |
| 3Y | -47.6% | +92.7% | -140.3% | -63.0% |
| 5Y | -92.7% | +67.7% | -160.4% | -94.5% |
| All | -77.7% | +191.3% | -269.0% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling