Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SNPS vs DLR✓SelectedUSD · DLRSNPS vs DLR performance historyLatest closeAs of-5.40%09/04
Stock and ETF performance explorer

SNPS vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,325.1%
DLR return
+3,595.7%
Excess return
-1,270.5%
Maximum drawdown
-49.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D-5.4%+0.3%-5.7%-5.5%
7D-11.0%+1.6%-12.6%-11.4%
30D-1.7%-3.4%+1.6%-0.7%
3M-20.4%+0.5%-20.9%-20.8%
6M-8.6%+4.6%-13.2%-10.4%
YTD-16.2%+23.4%-39.6%-22.1%
1Y-34.6%+19.0%-53.6%-39.2%
3Y-14.5%+56.5%-71.0%-27.5%
5Y+17.0%+33.3%-16.3%+2.7%
10Y+560.0%+165.1%+394.9%+373.8%
All+2,325.1%+3,595.7%-1,270.5%+648.3%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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