-64.6%
STRL vs SNAP
-8.4%
-56.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.9% |
| 7D | +23.4% | +2.6% | +20.9% | +23.5% |
| 30D | -39.5% | -19.6% | -19.9% | -41.0% |
| 3M | -45.1% | +0.4% | -45.4% | -43.2% |
| 6M | -64.6% | -5.9% | -58.6% | -60.3% |
| All | -64.6% | -8.4% | -56.2% | -60.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling