-92.8%
SNAP vs STLA
-62.4%
-30.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.6% |
| 7D | +0.7% | +2.6% | -1.8% | -0.5% |
| 30D | +2.6% | -1.2% | +3.9% | +3.0% |
| 3M | -9.9% | -24.8% | +14.9% | +2.8% |
| 6M | +1.9% | -25.6% | +27.4% | +15.9% |
| YTD | -32.2% | -48.9% | +16.7% | -10.3% |
| 1Y | -22.8% | -38.8% | +15.9% | -8.8% |
| 3Y | -47.6% | -64.5% | +16.9% | -25.4% |
| All | -92.8% | -62.4% | -30.5% | -91.8% |
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 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