+213.5%
STM vs SNAP
-79.0%
+292.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +6.4% |
| 7D | -5.6% | -7.3% | +1.8% | -4.1% |
| 30D | -14.4% | -18.9% | +4.5% | -11.0% |
| 3M | -20.5% | -5.3% | -15.2% | -20.3% |
| 6M | -24.5% | -16.9% | -7.6% | -22.9% |
| YTD | +72.7% | -37.4% | +110.1% | +84.6% |
| 1Y | +91.0% | -38.5% | +129.5% | +104.6% |
| 3Y | +13.5% | -55.1% | +68.6% | +21.2% |
| 5Y | -9.2% | -90.8% | +81.6% | +15.0% |
| All | +213.5% | -79.0% | +292.4% | +174.1% |
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