-78.3%
SNAP vs DTE
+117.0%
-195.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -0.7% | -0.5% | -0.2% | -0.6% |
| 3M | -5.0% | -6.0% | +1.0% | -3.4% |
| 6M | +3.5% | -7.2% | +10.7% | +5.3% |
| YTD | -34.2% | +7.2% | -41.4% | -36.3% |
| 1Y | -27.1% | +4.1% | -31.1% | -28.7% |
| 3Y | -43.5% | +46.9% | -90.3% | -52.1% |
| 5Y | -92.9% | +32.9% | -125.8% | -93.9% |
| All | -78.3% | +117.0% | -195.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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