+10.3%
STM vs SNAP
-54.3%
+64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | -7.9% | -10.6% | +2.6% | -5.4% |
| 30D | -14.1% | -19.7% | +5.6% | -9.9% |
| 3M | -17.6% | -6.5% | -11.1% | -17.2% |
| 6M | -24.2% | -17.8% | -6.5% | -22.1% |
| YTD | +73.3% | -38.0% | +111.4% | +88.5% |
| 1Y | +90.1% | -42.5% | +132.6% | +110.2% |
| 3Y | +10.3% | -55.8% | +66.2% | +5.9% |
| All | +10.3% | -54.3% | +64.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling