+357.9%
STRL vs SNAP
-52.9%
+410.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +3.9% |
| 7D | +7.1% | -9.8% | +16.9% | +8.9% |
| 30D | -39.4% | -18.2% | -21.2% | -37.6% |
| 3M | -43.0% | -3.1% | -39.9% | -43.0% |
| 6M | -65.0% | -7.1% | -57.9% | -65.0% |
| YTD | -0.8% | -33.8% | +33.1% | +4.3% |
| 1Y | -20.3% | -39.0% | +18.7% | -14.8% |
| All | +357.9% | -52.9% | +410.7% | +358.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling