-91.0%
SNAP vs STLA
-70.1%
-20.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -7.1% | -4.5% | -2.6% | -5.0% |
| 30D | -14.6% | -3.9% | -10.7% | -13.5% |
| 3M | -5.0% | -20.2% | +15.2% | +4.2% |
| 6M | -18.8% | -42.2% | +23.3% | +3.2% |
| YTD | -38.5% | -59.3% | +20.8% | -10.6% |
| 1Y | -38.1% | -56.1% | +18.0% | -14.1% |
| 3Y | -53.8% | -73.7% | +19.9% | -24.3% |
| All | -91.0% | -70.1% | -20.9% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling