+14.6%
SNOW vs STLA
-51.6%
+66.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.3% |
| 7D | +5.5% | -13.8% | +19.3% | +9.9% |
| 30D | -13.2% | -10.5% | -2.6% | -10.9% |
| 3M | -13.7% | -28.9% | +15.1% | -5.6% |
| 6M | +91.0% | -49.7% | +140.7% | +130.2% |
| YTD | +32.7% | -64.9% | +97.6% | +74.9% |
| 1Y | +13.3% | -64.0% | +77.3% | +46.8% |
| 3Y | +83.4% | -77.4% | +160.8% | +170.5% |
| 5Y | -24.7% | -74.4% | +49.7% | -5.5% |
| All | +14.6% | -51.6% | +66.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling