+2,444.7%
STX vs SNAP
-77.2%
+2,521.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.4% | +6.9% |
| 7D | +2.4% | +0.7% | +1.6% | +2.2% |
| 30D | +1.4% | +2.6% | -1.2% | +0.6% |
| 3M | -8.2% | -9.9% | +1.7% | -7.8% |
| 6M | +127.0% | +1.9% | +125.2% | +123.1% |
| YTD | +209.1% | -32.2% | +241.4% | +220.7% |
| 1Y | +365.4% | -22.8% | +388.3% | +373.3% |
| 3Y | +1,135.4% | -47.6% | +1,183.0% | +1,157.7% |
| 5Y | +991.5% | -92.7% | +1,084.2% | +1,182.9% |
| All | +2,444.7% | -77.2% | +2,521.9% | +2,054.8% |
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