+660.9%
SNPS vs STLA
-4.1%
+665.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.1% | -13.8% | +14.8% | +5.3% |
| 30D | -5.2% | -10.5% | +5.4% | -2.6% |
| 3M | +10.6% | -28.9% | +39.4% | +20.7% |
| 6M | -10.6% | -49.7% | +39.1% | +7.0% |
| YTD | -3.1% | -64.9% | +61.8% | +25.8% |
| 1Y | +15.6% | -64.0% | +79.6% | +48.4% |
| 3Y | -12.9% | -77.4% | +64.5% | +23.6% |
| 5Y | +31.2% | -74.4% | +105.6% | +73.1% |
| All | +660.9% | -4.1% | +665.0% | +628.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling