-42.5%
SNAP vs STLA
-59.1%
+16.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | 0.0% |
| 7D | -10.6% | -4.9% | -5.6% | -9.0% |
| 30D | -19.7% | -4.9% | -14.8% | -18.6% |
| 3M | -6.5% | -23.7% | +17.1% | +0.6% |
| 6M | -17.8% | -45.0% | +27.2% | -4.8% |
| YTD | -38.0% | -60.9% | +22.8% | -27.1% |
| 1Y | -42.5% | -58.9% | +16.4% | -33.8% |
| All | -42.5% | -59.1% | +16.7% | -33.8% |
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