-42.6%
SNAP vs DRI
+36.6%
-79.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | -19.6% | +10.8% | -30.4% | -19.4% |
| 3M | +0.4% | +0.9% | -0.5% | -0.4% |
| 6M | -5.9% | +16.3% | -22.3% | -5.7% |
| YTD | -35.3% | +27.8% | -63.1% | -37.8% |
| 1Y | -42.6% | +33.9% | -76.4% | -45.2% |
| All | -42.6% | +36.6% | -79.2% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling