+3,003.9%
STRL vs SNAP
-78.1%
+3,082.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.1% |
| 7D | +15.7% | +6.0% | +9.6% | +14.9% |
| 30D | -35.5% | -13.8% | -21.7% | -34.5% |
| 3M | -47.1% | -0.8% | -46.4% | -47.3% |
| 6M | -65.8% | -6.2% | -59.5% | -65.9% |
| YTD | -4.5% | -34.8% | +30.3% | -1.7% |
| 1Y | -10.5% | -38.7% | +28.2% | -7.2% |
| 3Y | +340.6% | -53.5% | +394.1% | +354.1% |
| 5Y | +911.0% | -90.2% | +1,001.2% | +1,029.4% |
| All | +3,003.9% | -78.1% | +3,082.0% | +2,555.2% |
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