-90.8%
SNAP vs DVA
+70.6%
-161.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.3% |
| 7D | -7.3% | -0.1% | -7.2% | -7.4% |
| 30D | -18.9% | +3.5% | -22.4% | -19.5% |
| 3M | -5.3% | +1.0% | -6.2% | -5.7% |
| 6M | -16.9% | -6.6% | -10.3% | -16.4% |
| YTD | -37.4% | +63.3% | -100.7% | -44.3% |
| 1Y | -38.5% | +50.0% | -88.5% | -44.1% |
| 3Y | -55.1% | +120.1% | -175.1% | -63.0% |
| 5Y | -90.8% | +73.7% | -164.5% | -92.1% |
| All | -90.8% | +70.6% | -161.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling