-90.5%
SNAP vs DLTR
+26.4%
-116.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -10.6% | +5.0% | -15.6% | -11.5% |
| 30D | -19.7% | +18.7% | -38.4% | -23.2% |
| 3M | -6.5% | +8.9% | -15.4% | -8.8% |
| 6M | -17.8% | +49.4% | -67.2% | -26.5% |
| YTD | -38.0% | +14.5% | -52.5% | -40.9% |
| 1Y | -42.5% | +32.5% | -75.0% | -47.5% |
| 3Y | -55.8% | +23.4% | -79.3% | -60.6% |
| 5Y | -90.5% | +26.2% | -116.7% | -91.9% |
| All | -90.5% | +26.4% | -116.9% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling