-4.5%
STM vs SNAP
-90.0%
+85.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +2.2% |
| 7D | +1.4% | -9.8% | +11.2% | +3.6% |
| 30D | -8.4% | -18.2% | +9.9% | -4.8% |
| 3M | -15.8% | -3.1% | -12.7% | -16.0% |
| 6M | -22.8% | -7.1% | -15.7% | -22.9% |
| YTD | +79.4% | -33.8% | +113.2% | +89.5% |
| 1Y | +97.0% | -39.0% | +136.0% | +111.2% |
| 3Y | +14.2% | -52.8% | +67.0% | +20.4% |
| 5Y | -4.5% | -90.0% | +85.5% | +19.7% |
| All | -4.5% | -90.0% | +85.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling