-78.2%
SNAP vs DLTR
+85.8%
-164.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.4% |
| 7D | -9.8% | -2.8% | -7.0% | -9.0% |
| 30D | -18.2% | +21.5% | -39.7% | -22.0% |
| 3M | -3.1% | +11.6% | -14.7% | -5.8% |
| 6M | -7.1% | +58.7% | -65.9% | -17.6% |
| YTD | -33.8% | +16.2% | -50.0% | -37.0% |
| 1Y | -39.0% | +34.8% | -73.9% | -44.2% |
| 3Y | -52.8% | +25.3% | -78.1% | -57.8% |
| 5Y | -90.0% | +25.8% | -115.8% | -91.1% |
| All | -78.2% | +85.8% | -164.0% | -84.2% |
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