+2,985.7%
STRL vs SNAP
-79.0%
+3,064.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.8% | +13.2% | +14.8% |
| 7D | -13.3% | -7.3% | -6.0% | -12.7% |
| 30D | -43.3% | -18.9% | -24.4% | -42.1% |
| 3M | -46.9% | -5.3% | -41.6% | -46.8% |
| 6M | -65.6% | -16.9% | -48.7% | -65.3% |
| YTD | -5.1% | -37.4% | +32.3% | -1.8% |
| 1Y | -23.1% | -38.5% | +15.4% | -20.2% |
| 3Y | +346.8% | -55.1% | +401.9% | +362.3% |
| 5Y | +907.2% | -90.8% | +998.0% | +1,032.6% |
| All | +2,985.7% | -79.0% | +3,064.6% | +2,551.4% |
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