-79.2%
SNAP vs STLA
-24.5%
-54.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -4.5% | -9.5% | -12.2% |
| 7D | -10.4% | -5.5% | -4.9% | -8.2% |
| 30D | -11.9% | -3.7% | -8.3% | -11.0% |
| 3M | -4.5% | -21.1% | +16.6% | +4.0% |
| 6M | -16.7% | -38.3% | +21.6% | -0.1% |
| YTD | -36.9% | -59.2% | +22.3% | -13.0% |
| 1Y | -30.3% | -56.7% | +26.4% | -6.8% |
| 3Y | -52.5% | -74.3% | +21.8% | -25.8% |
| 5Y | -90.4% | -70.2% | -20.2% | -86.4% |
| All | -79.2% | -24.5% | -54.7% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling