-79.7%
SNAP vs STLA
-24.7%
-55.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -7.1% | -4.5% | -2.6% | -5.2% |
| 30D | -14.6% | -3.9% | -10.7% | -13.7% |
| 3M | -5.0% | -20.2% | +15.2% | +2.9% |
| 6M | -18.8% | -42.2% | +23.3% | 0.0% |
| YTD | -38.5% | -59.3% | +20.8% | -15.1% |
| 1Y | -38.1% | -56.1% | +18.0% | -17.6% |
| 3Y | -53.8% | -73.7% | +19.9% | -28.6% |
| 5Y | -90.7% | -70.3% | -20.4% | -86.7% |
| All | -79.7% | -24.7% | -55.1% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling