-53.5%
SNAP vs STZ
-34.9%
-18.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +6.0% | +2.6% | +3.5% | +5.3% |
| 30D | -13.8% | +15.2% | -29.0% | -16.9% |
| 3M | -0.8% | +7.6% | -8.4% | -2.8% |
| 6M | -6.2% | +5.3% | -11.5% | -7.8% |
| YTD | -34.8% | +8.6% | -43.5% | -37.4% |
| 1Y | -38.7% | +15.6% | -54.3% | -42.3% |
| 3Y | -53.5% | -35.2% | -18.3% | -52.0% |
| All | -53.5% | -34.9% | -18.6% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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