-78.2%
SNAP vs DTE
+124.8%
-203.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | -9.8% | +1.6% | -11.4% | -10.1% |
| 30D | -18.2% | +9.1% | -27.3% | -20.3% |
| 3M | -3.1% | +2.4% | -5.5% | -3.8% |
| 6M | -7.1% | -0.2% | -6.9% | -7.5% |
| YTD | -33.8% | +11.0% | -44.9% | -36.6% |
| 1Y | -39.0% | +3.4% | -42.4% | -40.2% |
| 3Y | -52.8% | +57.1% | -109.9% | -60.9% |
| 5Y | -90.0% | +46.6% | -136.5% | -91.7% |
| All | -78.2% | +124.8% | -203.0% | -83.2% |
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