-78.2%
SNAP vs STT
+181.8%
-260.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.1% |
| 7D | -9.8% | +0.4% | -10.2% | -9.7% |
| 30D | -18.2% | -0.4% | -17.8% | -17.7% |
| 3M | -3.1% | -6.5% | +3.4% | +0.5% |
| 6M | -7.1% | +17.2% | -24.3% | -14.4% |
| YTD | -33.8% | +38.2% | -72.0% | -43.9% |
| 1Y | -39.0% | +49.3% | -88.3% | -50.2% |
| 3Y | -52.8% | +181.9% | -234.7% | -71.4% |
| 5Y | -90.0% | +106.9% | -196.9% | -93.2% |
| All | -78.2% | +181.8% | -260.0% | -88.6% |
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