+3.6%
SNOW vs STLA
-63.2%
+66.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +8.4% | +0.4% | +8.0% | +8.4% |
| 30D | -1.0% | -5.2% | +4.2% | +0.6% |
| 3M | +38.3% | -24.9% | +63.2% | +50.1% |
| 6M | +81.3% | -25.2% | +106.5% | +94.8% |
| YTD | +51.1% | -51.4% | +102.5% | +83.9% |
| 1Y | +47.0% | -40.7% | +87.7% | +61.1% |
| 3Y | +99.7% | -66.3% | +166.0% | +159.9% |
| 5Y | +3.6% | -63.2% | +66.8% | +12.2% |
| All | +3.6% | -63.2% | +66.8% | +12.2% |
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