-22.7%
SNOW vs STLA
-70.4%
+47.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.6% |
| 7D | +0.2% | -6.4% | +6.5% | +2.0% |
| 30D | -21.1% | -1.3% | -19.7% | -21.1% |
| 3M | -11.9% | -19.9% | +8.0% | -6.6% |
| 6M | +91.0% | -42.9% | +133.9% | +122.8% |
| YTD | +32.7% | -59.4% | +92.1% | +69.1% |
| 1Y | +10.8% | -56.8% | +67.6% | +36.4% |
| 3Y | +86.2% | -73.1% | +159.3% | +162.2% |
| 5Y | -22.7% | -70.1% | +47.4% | -13.4% |
| All | -22.7% | -70.4% | +47.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling