-21.7%
SNAP vs DVA
+33.5%
-55.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +3.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +0.2% | +1.7% | -1.5% | +0.4% |
| 3M | +2.6% | -8.7% | +11.3% | +2.9% |
| 6M | +12.4% | +19.7% | -7.2% | +20.9% |
| YTD | -31.6% | +59.6% | -91.2% | -18.6% |
| 1Y | -21.7% | +37.1% | -58.8% | -11.3% |
| All | -21.7% | +33.5% | -55.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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