-78.5%
SNAP vs DRI
+303.2%
-381.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +6.0% | +1.1% | +5.0% | +5.6% |
| 30D | -13.8% | +9.7% | -23.5% | -17.1% |
| 3M | -0.8% | +3.2% | -3.9% | -2.3% |
| 6M | -6.2% | +20.6% | -26.8% | -14.5% |
| YTD | -34.8% | +28.3% | -63.1% | -42.8% |
| 1Y | -38.7% | +34.5% | -73.2% | -47.4% |
| 3Y | -53.5% | +66.5% | -120.0% | -64.3% |
| 5Y | -90.2% | +79.6% | -169.9% | -92.7% |
| All | -78.5% | +303.2% | -381.7% | -86.3% |
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