+2,583.9%
STRL vs SNAP
-79.3%
+2,663.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.0% | +3.7% |
| 7D | -26.9% | -7.1% | -19.8% | -26.4% |
| 30D | -52.7% | -14.6% | -38.0% | -51.9% |
| 3M | -52.8% | -5.0% | -47.9% | -52.8% |
| 6M | -71.5% | -18.8% | -52.7% | -71.1% |
| YTD | -17.4% | -38.5% | +21.1% | -14.5% |
| 1Y | -35.0% | -38.1% | +3.1% | -32.6% |
| 3Y | +239.2% | -53.8% | +293.0% | +249.9% |
| 5Y | +830.2% | -90.7% | +920.8% | +944.5% |
| All | +2,583.9% | -79.3% | +2,663.2% | +2,210.1% |
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