-38.7%
SNAP vs DVA
+42.3%
-81.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +6.0% | -8.8% | +14.8% | +5.5% |
| 30D | -13.8% | -3.4% | -10.4% | -13.9% |
| 3M | -0.8% | -2.6% | +1.8% | -0.8% |
| 6M | -6.2% | -11.9% | +5.6% | -5.9% |
| YTD | -34.8% | +53.6% | -88.5% | -21.7% |
| 1Y | -38.7% | +41.9% | -80.6% | -26.4% |
| All | -38.7% | +42.3% | -81.0% | -26.4% |
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