-15.7%
STM vs SNAP
-90.7%
+75.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +4.9% |
| 7D | -10.7% | -7.1% | -3.6% | -9.4% |
| 30D | -25.7% | -14.6% | -11.1% | -23.6% |
| 3M | -21.6% | -5.0% | -16.6% | -21.4% |
| 6M | -27.8% | -18.8% | -9.0% | -25.9% |
| YTD | +61.8% | -38.5% | +100.3% | +73.4% |
| 1Y | +78.1% | -38.1% | +116.2% | +90.4% |
| 3Y | +4.9% | -53.8% | +58.7% | +11.2% |
| All | -15.7% | -90.7% | +75.0% | +10.9% |
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 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