+915.3%
STRL vs SNAP
-90.7%
+1,006.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -19.8% | -10.6% | -9.3% | -18.8% |
| 30D | -43.6% | -19.7% | -23.8% | -42.2% |
| 3M | -45.2% | -6.5% | -38.7% | -45.0% |
| 6M | -65.7% | -17.8% | -48.0% | -65.3% |
| YTD | -5.4% | -38.0% | +32.6% | -1.8% |
| 1Y | -24.7% | -42.5% | +17.8% | -21.0% |
| 3Y | +335.0% | -55.8% | +390.9% | +352.0% |
| 5Y | +915.3% | -90.5% | +1,005.8% | +1,086.3% |
| All | +915.3% | -90.7% | +1,006.0% | +1,086.3% |
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