-92.8%
SNAP vs STZ
-33.3%
-59.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +0.7% | -1.9% | +2.7% | +1.5% |
| 30D | +2.6% | -1.9% | +4.5% | +3.3% |
| 3M | -9.9% | -6.2% | -3.7% | -7.9% |
| 6M | +1.9% | -14.0% | +15.9% | +7.1% |
| YTD | -32.2% | -5.1% | -27.1% | -32.5% |
| 1Y | -22.8% | -9.6% | -13.3% | -21.7% |
| 3Y | -47.6% | -47.2% | -0.4% | -33.4% |
| All | -92.8% | -33.3% | -59.6% | -92.1% |
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