+267.0%
STM vs SNAP
-77.2%
+344.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.7% |
| 7D | +5.8% | +0.7% | +5.1% | +5.6% |
| 30D | -1.0% | +2.6% | -3.6% | -1.9% |
| 3M | -33.3% | -9.9% | -23.4% | -32.5% |
| 6M | +57.4% | +1.9% | +55.5% | +54.1% |
| YTD | +102.2% | -32.2% | +134.4% | +113.8% |
| 1Y | +99.6% | -22.8% | +122.4% | +104.8% |
| 3Y | +14.5% | -47.6% | +62.1% | +18.9% |
| 5Y | +21.4% | -92.7% | +114.1% | +59.8% |
| All | +267.0% | -77.2% | +344.3% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling