-39.0%
SNAP vs STLA
-61.0%
+22.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.5% | +10.3% | +7.8% |
| 7D | -9.8% | -11.6% | +1.8% | -6.6% |
| 30D | -18.2% | -6.2% | -12.1% | -16.8% |
| 3M | -3.1% | -24.6% | +21.5% | +4.6% |
| 6M | -7.1% | -44.9% | +37.8% | +7.7% |
| YTD | -33.8% | -62.3% | +28.4% | -21.6% |
| 1Y | -39.0% | -61.8% | +22.8% | -28.6% |
| All | -39.0% | -61.0% | +22.0% | -28.6% |
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