+2,022.6%
STRL vs SNAP
-92.8%
+2,115.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.0% | +9.8% | +6.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | -9.2% | +2.6% | -11.9% | -9.8% |
| 3M | -51.0% | -9.9% | -41.2% | -50.8% |
| 6M | +15.8% | +1.9% | +13.9% | +13.9% |
| YTD | +58.9% | -32.2% | +91.1% | +63.5% |
| 1Y | +68.5% | -22.8% | +91.4% | +70.7% |
| 3Y | +485.2% | -47.6% | +532.8% | +497.0% |
| All | +2,022.6% | -92.8% | +2,115.3% | +2,273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling