-77.7%
SNAP vs DVA
+166.2%
-243.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | +0.7% | +1.8% | -1.1% | +0.3% |
| 30D | +2.6% | -2.5% | +5.1% | +3.1% |
| 3M | -9.9% | -4.3% | -5.6% | -9.4% |
| 6M | +1.9% | +18.9% | -17.0% | -2.9% |
| YTD | -32.2% | +61.9% | -94.2% | -40.9% |
| 1Y | -22.8% | +35.7% | -58.6% | -29.7% |
| 3Y | -47.6% | +78.6% | -126.3% | -56.4% |
| 5Y | -92.7% | +39.2% | -131.9% | -93.7% |
| All | -77.7% | +166.2% | -243.8% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling