-39.0%
SNAP vs DVA
+52.1%
-91.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +6.9% |
| 7D | -9.8% | -4.8% | -5.0% | -10.1% |
| 30D | -18.2% | +0.9% | -19.2% | -18.2% |
| 3M | -3.1% | +2.9% | -6.0% | -2.8% |
| 6M | -7.1% | -7.8% | +0.6% | -6.7% |
| YTD | -33.8% | +61.5% | -95.3% | -20.7% |
| 1Y | -39.0% | +50.1% | -89.1% | -26.0% |
| All | -39.0% | +52.1% | -91.2% | -26.0% |
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