-41.9%
SNAP vs STT
+47.3%
-89.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | -0.4% |
| 7D | -7.3% | +0.9% | -8.3% | -7.3% |
| 30D | -18.9% | -2.3% | -16.6% | -17.3% |
| 3M | -5.3% | -7.0% | +1.7% | -1.2% |
| 6M | -16.9% | +15.5% | -32.4% | -26.7% |
| YTD | -37.4% | +35.6% | -73.0% | -52.3% |
| All | -41.9% | +47.3% | -89.2% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling