-79.7%
SNAP vs STZ
+4.9%
-84.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | -7.1% | +4.9% | -12.0% | -8.7% |
| 30D | -14.6% | +20.9% | -35.5% | -20.6% |
| 3M | -5.0% | +8.0% | -13.0% | -7.9% |
| 6M | -18.8% | -5.3% | -13.5% | -17.6% |
| YTD | -38.5% | +5.9% | -44.5% | -41.0% |
| 1Y | -38.1% | +14.2% | -52.3% | -42.4% |
| 3Y | -53.8% | -37.0% | -16.8% | -46.8% |
| 5Y | -90.7% | -29.7% | -61.0% | -89.7% |
| All | -79.7% | +4.9% | -84.6% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling