-77.7%
SNAP vs DLTR
+70.9%
-148.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +0.7% | +2.5% | -1.7% | +0.1% |
| 30D | +2.6% | +2.1% | +0.6% | +2.0% |
| 3M | -9.9% | +20.3% | -30.2% | -13.8% |
| 6M | +1.9% | +11.5% | -9.7% | -1.6% |
| YTD | -32.2% | +6.8% | -39.1% | -34.0% |
| 1Y | -22.8% | +31.1% | -53.9% | -29.1% |
| 3Y | -47.6% | +10.7% | -58.3% | -51.5% |
| 5Y | -92.7% | +41.6% | -134.3% | -93.7% |
| All | -77.7% | +70.9% | -148.5% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling