-20.7%
SNAP vs STLA
-53.0%
+32.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.8% | +2.1% | +4.9% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | +5.5% | +3.6% | +2.0% | +4.4% |
| 3M | +2.2% | -20.6% | +22.9% | +8.5% |
| 6M | -4.1% | -34.3% | +30.3% | +6.2% |
| YTD | -26.6% | -57.3% | +30.7% | -16.8% |
| 1Y | -20.7% | -52.6% | +31.9% | -10.9% |
| All | -20.7% | -53.0% | +32.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling