-79.4%
SNAP vs STT
+176.4%
-255.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.2% |
| 7D | -7.3% | +0.9% | -8.3% | -7.5% |
| 30D | -18.9% | -2.3% | -16.6% | -17.6% |
| 3M | -5.3% | -7.0% | +1.7% | -1.5% |
| 6M | -16.9% | +15.5% | -32.4% | -23.0% |
| YTD | -37.4% | +35.6% | -73.0% | -46.4% |
| 1Y | -38.5% | +47.9% | -86.3% | -49.5% |
| 3Y | -55.1% | +181.1% | -236.2% | -72.7% |
| 5Y | -90.8% | +108.2% | -199.0% | -93.8% |
| All | -79.4% | +176.4% | -255.8% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling