+1,404.2%
STX vs SNAP
-79.2%
+1,483.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -17.3% | -10.6% | -6.7% | -15.9% |
| 30D | -35.9% | -19.7% | -16.2% | -34.0% |
| 3M | -37.3% | -6.5% | -30.8% | -37.1% |
| 6M | -35.8% | -17.8% | -18.0% | -34.9% |
| YTD | +82.7% | -38.0% | +120.8% | +91.6% |
| 1Y | +71.6% | -42.5% | +114.1% | +81.6% |
| 3Y | +635.3% | -55.8% | +691.1% | +666.7% |
| 5Y | +483.8% | -90.5% | +574.3% | +570.9% |
| All | +1,404.2% | -79.2% | +1,483.4% | +1,187.3% |
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 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