+1,048.0%
STX vs SNAP
-92.5%
+1,140.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -4.1% |
| 7D | -2.3% | +3.8% | -6.1% | -2.8% |
| 30D | -5.5% | +9.2% | -14.7% | -6.9% |
| 3M | -4.3% | +6.6% | -10.9% | -6.2% |
| 6M | +115.6% | +16.9% | +98.7% | +107.7% |
| YTD | +202.2% | -29.6% | +231.8% | +212.0% |
| 1Y | +325.3% | -22.1% | +347.4% | +332.2% |
| 3Y | +1,283.9% | -39.8% | +1,323.7% | +1,284.2% |
| All | +1,048.0% | -92.5% | +1,140.5% | +1,042.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling