+1,417.8%
STX vs SNAP
-79.0%
+1,496.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +8.0% | +9.5% |
| 7D | -14.8% | -7.3% | -7.4% | -13.7% |
| 30D | -35.4% | -18.9% | -16.4% | -33.5% |
| 3M | -37.7% | -5.3% | -32.4% | -37.5% |
| 6M | -35.2% | -16.9% | -18.3% | -34.4% |
| YTD | +84.4% | -37.4% | +121.8% | +93.0% |
| 1Y | +82.3% | -38.5% | +120.7% | +91.2% |
| 3Y | +646.2% | -55.1% | +701.3% | +676.3% |
| 5Y | +487.4% | -90.8% | +578.2% | +577.1% |
| All | +1,417.8% | -79.0% | +1,496.7% | +1,197.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling