+228.9%
STM vs SNAP
-78.1%
+307.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +12.0% | +6.0% | +6.0% | +10.7% |
| 30D | -0.4% | -13.8% | +13.4% | +2.4% |
| 3M | -13.2% | -0.8% | -12.4% | -13.8% |
| 6M | -26.1% | -6.2% | -19.8% | -26.3% |
| YTD | +81.2% | -34.8% | +116.0% | +92.1% |
| 1Y | +98.3% | -38.7% | +137.0% | +112.6% |
| 3Y | +16.7% | -53.5% | +70.2% | +23.7% |
| 5Y | -4.8% | -90.2% | +85.4% | +19.1% |
| All | +228.9% | -78.1% | +307.0% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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