+10.1%
SNOW vs STLA
-59.1%
+69.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.5% |
| 7D | +0.2% | -4.9% | +5.2% | +0.1% |
| 30D | -19.8% | -4.9% | -14.9% | -19.9% |
| 3M | -11.6% | -23.7% | +12.0% | -12.9% |
| 6M | +94.0% | -45.0% | +139.0% | +83.0% |
| YTD | +34.8% | -60.9% | +95.7% | +21.2% |
| 1Y | +10.1% | -58.9% | +69.0% | -2.7% |
| All | +10.1% | -59.1% | +69.3% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling