-78.5%
SNAP vs DLTR
+79.5%
-158.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.3% |
| 7D | +6.0% | +5.3% | +0.8% | +4.7% |
| 30D | -13.8% | +13.4% | -27.2% | -16.3% |
| 3M | -0.8% | +6.6% | -7.4% | -2.5% |
| 6M | -6.2% | +59.1% | -65.3% | -16.8% |
| YTD | -34.8% | +12.3% | -47.1% | -37.4% |
| 1Y | -38.7% | +33.9% | -72.6% | -43.9% |
| 3Y | -53.5% | +23.0% | -76.5% | -58.2% |
| 5Y | -90.2% | +22.1% | -112.3% | -91.2% |
| All | -78.5% | +79.5% | -158.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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