-90.5%
SNAP vs STLA
-74.6%
-16.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +6.0% | -13.8% | +19.8% | +13.1% |
| 30D | -13.8% | -10.5% | -3.2% | -10.0% |
| 3M | -0.8% | -28.9% | +28.1% | +14.3% |
| 6M | -6.2% | -49.7% | +43.5% | +26.7% |
| YTD | -34.8% | -64.9% | +30.1% | +1.2% |
| 1Y | -38.7% | -64.0% | +25.3% | -6.7% |
| 3Y | -53.5% | -77.4% | +24.0% | -18.3% |
| All | -90.5% | -74.6% | -16.0% | -87.6% |
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 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