+11.2%
SNPS vs STLA
-53.0%
+64.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.2% |
| 7D | -3.9% | -0.6% | -3.3% | -3.9% |
| 30D | -5.2% | +3.6% | -8.8% | -5.5% |
| 3M | +14.6% | -20.6% | +35.3% | +14.8% |
| 6M | -6.9% | -34.3% | +27.4% | -6.7% |
| YTD | -1.4% | -57.3% | +55.9% | -2.0% |
| 1Y | +11.2% | -52.6% | +63.8% | +8.3% |
| All | +11.2% | -53.0% | +64.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling