-79.4%
SNAP vs DRI
+305.0%
-384.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -7.3% | +3.1% | -10.5% | -8.5% |
| 30D | -18.9% | +16.2% | -35.2% | -24.0% |
| 3M | -5.3% | +8.4% | -13.6% | -8.8% |
| 6M | -16.9% | +19.0% | -35.9% | -23.9% |
| YTD | -37.4% | +28.8% | -66.3% | -45.2% |
| 1Y | -38.5% | +33.1% | -71.6% | -47.1% |
| 3Y | -55.1% | +70.8% | -125.8% | -65.9% |
| 5Y | -90.8% | +74.2% | -165.0% | -93.0% |
| All | -79.4% | +305.0% | -384.4% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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