+32.8%
SNOW vs STLA
-29.5%
+62.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | +6.4% | -1.2% | +7.7% | +6.8% |
| 3M | +38.1% | -24.8% | +62.8% | +49.5% |
| 6M | +100.4% | -25.6% | +126.0% | +115.5% |
| YTD | +53.7% | -48.9% | +102.7% | +83.2% |
| 1Y | +52.0% | -38.8% | +90.7% | +65.4% |
| 3Y | +114.7% | -64.5% | +179.2% | +173.9% |
| 5Y | +8.8% | -62.4% | +71.2% | +22.9% |
| All | +32.8% | -29.5% | +62.3% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling