-92.7%
SNAP vs DVA
+38.1%
-130.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +1.9% | -2.0% | +3.9% | +2.2% |
| 3M | -3.9% | -6.3% | +2.4% | -3.0% |
| 6M | +5.2% | +19.4% | -14.2% | +1.3% |
| YTD | -32.7% | +58.5% | -91.2% | -39.8% |
| 1Y | -24.8% | +33.9% | -58.7% | -29.8% |
| 3Y | -42.2% | +88.4% | -130.6% | -51.4% |
| 5Y | -92.7% | +39.5% | -132.2% | -94.0% |
| All | -92.7% | +38.1% | -130.7% | -94.0% |
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 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