-4.5%
SNAP vs STLA
-22.8%
+18.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.5% | -9.5% | -12.8% |
| 7D | -10.4% | -5.5% | -4.9% | -9.0% |
| 30D | -11.9% | -3.7% | -8.3% | -9.7% |
| 3M | -4.5% | -21.1% | +16.6% | +4.9% |
| All | -4.5% | -22.8% | +18.3% | +4.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling