-79.4%
SNAP vs DVA
+168.4%
-247.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.4% |
| 7D | -7.3% | -0.1% | -7.2% | -7.4% |
| 30D | -18.9% | +3.5% | -22.4% | -19.7% |
| 3M | -5.3% | +1.0% | -6.2% | -5.8% |
| 6M | -16.9% | -6.6% | -10.3% | -16.3% |
| YTD | -37.4% | +63.3% | -100.7% | -45.7% |
| 1Y | -38.5% | +50.0% | -88.5% | -45.4% |
| 3Y | -55.1% | +120.1% | -175.1% | -64.3% |
| 5Y | -90.8% | +73.7% | -164.5% | -92.5% |
| All | -79.4% | +168.4% | -247.8% | -85.1% |
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 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