-53.8%
SNAP vs STT
+165.4%
-219.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -7.1% | -2.5% | -4.6% | -4.8% |
| 30D | -14.6% | -5.0% | -9.7% | -10.8% |
| 3M | -5.0% | -10.5% | +5.5% | +3.3% |
| 6M | -18.8% | +10.0% | -28.8% | -25.5% |
| YTD | -38.5% | +30.7% | -69.2% | -51.1% |
| 1Y | -38.1% | +43.8% | -81.8% | -54.4% |
| 3Y | -53.8% | +168.1% | -221.9% | -78.1% |
| All | -53.8% | +165.4% | -219.1% | -78.1% |
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 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