+691.2%
SNPS vs STLA
+21.0%
+670.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +0.2% | -6.4% | +6.5% | +2.0% |
| 30D | -8.4% | -1.3% | -7.1% | -8.4% |
| 3M | +12.3% | -19.9% | +32.2% | +18.5% |
| 6M | -9.6% | -42.9% | +33.3% | +4.3% |
| YTD | -0.6% | -59.4% | +58.8% | +23.7% |
| 1Y | +18.7% | -56.8% | +75.5% | +44.3% |
| 3Y | -7.6% | -73.1% | +65.5% | +24.4% |
| 5Y | +34.1% | -70.1% | +104.2% | +69.0% |
| 10Y | +691.2% | +19.8% | +671.4% | +670.1% |
| All | +691.2% | +21.0% | +670.2% | +670.1% |
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