-78.5%
SNAP vs DKS
+291.1%
-369.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | +6.0% | +6.3% | -0.3% | +3.9% |
| 30D | -13.8% | +9.3% | -23.1% | -16.4% |
| 3M | -0.8% | -25.3% | +24.5% | +5.7% |
| 6M | -6.2% | -29.2% | +23.0% | +0.7% |
| YTD | -34.8% | -22.7% | -12.1% | -32.4% |
| 1Y | -38.7% | -30.1% | -8.6% | -34.2% |
| 3Y | -53.5% | +45.6% | -99.1% | -62.6% |
| 5Y | -90.2% | +28.5% | -118.7% | -92.2% |
| All | -78.5% | +291.1% | -369.6% | -87.4% |
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