-90.1%
SNAP vs STZ
-29.4%
-60.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.2% |
| 7D | -9.8% | -0.9% | -8.9% | -9.5% |
| 30D | -18.2% | +14.9% | -33.2% | -22.5% |
| 3M | -3.1% | +8.4% | -11.5% | -6.2% |
| 6M | -7.1% | +2.8% | -9.9% | -8.6% |
| YTD | -33.8% | +7.5% | -41.4% | -37.3% |
| 1Y | -39.0% | +12.5% | -51.6% | -43.5% |
| 3Y | -52.8% | -35.4% | -17.4% | -45.6% |
| All | -90.1% | -29.4% | -60.7% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling