-47.7%
SNAP vs STT
+207.1%
-254.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | +0.7% | +0.5% | +0.3% | +0.4% |
| 30D | +2.6% | +3.9% | -1.2% | -0.3% |
| 3M | -9.9% | +20.0% | -29.8% | -22.4% |
| 6M | +1.9% | +55.3% | -53.4% | -28.9% |
| YTD | -32.2% | +53.3% | -85.6% | -52.3% |
| 1Y | -22.8% | +74.7% | -97.5% | -51.0% |
| All | -47.7% | +207.1% | -254.9% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling