-78.3%
SNAP vs DKS
+245.2%
-323.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.5% |
| 7D | -5.0% | -2.9% | -2.1% | -4.1% |
| 30D | -0.7% | -37.7% | +37.0% | +12.9% |
| 3M | -5.0% | -38.9% | +33.9% | +8.4% |
| 6M | +3.5% | -31.1% | +34.6% | +12.3% |
| YTD | -34.2% | -31.8% | -2.4% | -28.5% |
| 1Y | -27.1% | -38.0% | +11.0% | -18.5% |
| 3Y | -43.5% | +28.6% | -72.1% | -52.5% |
| 5Y | -92.9% | +12.5% | -105.4% | -94.1% |
| All | -78.3% | +245.2% | -323.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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