+1,282.4%
STX vs SNAP
-79.3%
+1,361.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | -28.5% | -7.1% | -21.4% | -27.7% |
| 30D | -42.9% | -14.6% | -28.3% | -41.7% |
| 3M | -45.9% | -5.0% | -40.9% | -45.8% |
| 6M | -41.3% | -18.8% | -22.5% | -40.4% |
| YTD | +67.9% | -38.5% | +106.5% | +76.2% |
| 1Y | +66.5% | -38.1% | +104.6% | +74.5% |
| 3Y | +588.0% | -53.8% | +641.7% | +613.0% |
| 5Y | +449.1% | -90.7% | +539.7% | +531.9% |
| All | +1,282.4% | -79.3% | +1,361.7% | +1,084.1% |
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