-92.7%
SNAP vs DTE
+35.6%
-128.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | +1.9% | -1.9% | +3.7% | +1.9% |
| 3M | -3.9% | -3.3% | -0.6% | -3.9% |
| 6M | +5.2% | -7.1% | +12.4% | +5.4% |
| YTD | -32.7% | +8.1% | -40.8% | -33.2% |
| 1Y | -24.8% | +5.3% | -30.1% | -25.2% |
| 3Y | -42.2% | +48.2% | -90.3% | -44.2% |
| 5Y | -92.7% | +33.2% | -125.9% | -93.0% |
| All | -92.7% | +35.6% | -128.3% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling