-79.6%
SNAP vs STT
+177.6%
-257.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -10.6% | +1.1% | -11.7% | -10.8% |
| 30D | -19.7% | -1.9% | -17.8% | -18.6% |
| 3M | -6.5% | -7.6% | +1.0% | -2.6% |
| 6M | -17.8% | +16.0% | -33.7% | -23.9% |
| YTD | -38.0% | +36.2% | -74.2% | -47.1% |
| 1Y | -42.5% | +46.8% | -89.3% | -52.6% |
| 3Y | -55.8% | +177.8% | -233.6% | -73.0% |
| 5Y | -90.5% | +105.8% | -196.4% | -93.6% |
| All | -79.6% | +177.6% | -257.2% | -89.2% |
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