+5,064.4%
STRL vs SNAP
-77.2%
+5,141.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -50.9% |
| 6M | +15.8% | +1.9% | +13.9% | +13.9% |
| YTD | +58.9% | -32.2% | +91.1% | +63.1% |
| 1Y | +68.5% | -22.8% | +91.4% | +70.4% |
| 3Y | +485.2% | -47.6% | +532.8% | +495.8% |
| 5Y | +2,005.1% | -92.7% | +2,097.8% | +2,311.7% |
| All | +5,064.4% | -77.2% | +5,141.6% | +4,305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling