+2,609.8%
STX vs SNAP
-77.4%
+2,687.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | +10.7% | +1.5% | +9.2% | +10.4% |
| 30D | +11.3% | +1.9% | +9.4% | +10.6% |
| 3M | +3.2% | -3.9% | +7.1% | +2.7% |
| 6M | +157.0% | +5.2% | +151.7% | +151.3% |
| YTD | +229.2% | -32.7% | +261.9% | +241.8% |
| 1Y | +381.8% | -24.8% | +406.6% | +391.6% |
| 3Y | +1,383.2% | -42.2% | +1,425.3% | +1,392.2% |
| 5Y | +1,144.9% | -92.7% | +1,237.6% | +1,362.0% |
| All | +2,609.8% | -77.4% | +2,687.2% | +2,196.7% |
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 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