-78.3%
SNAP vs DLTR
+53.9%
-132.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.1% |
| 7D | -5.0% | -10.2% | +5.2% | -2.6% |
| 30D | -0.7% | -8.5% | +7.7% | +1.3% |
| 3M | -5.0% | +5.6% | -10.6% | -6.3% |
| 6M | +3.5% | +2.2% | +1.3% | +2.1% |
| YTD | -34.2% | -3.8% | -30.4% | -34.3% |
| 1Y | -27.1% | +22.9% | -50.0% | -32.0% |
| 3Y | -43.5% | +2.0% | -45.5% | -46.7% |
| 5Y | -92.9% | +29.8% | -122.7% | -93.7% |
| All | -78.3% | +53.9% | -132.2% | -83.5% |
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