-77.7%
SNAP vs STT
+212.6%
-290.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +0.7% | +0.5% | +0.3% | +0.5% |
| 30D | +2.6% | +3.9% | -1.2% | +0.7% |
| 3M | -9.9% | +20.0% | -29.8% | -18.2% |
| 6M | +1.9% | +55.3% | -53.4% | -18.7% |
| YTD | -32.2% | +53.3% | -85.6% | -45.6% |
| 1Y | -22.8% | +74.7% | -97.5% | -41.8% |
| 3Y | -47.6% | +205.8% | -253.4% | -69.6% |
| 5Y | -92.7% | +145.0% | -237.7% | -95.5% |
| All | -77.7% | +212.6% | -290.3% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling