+1,770.1%
SNPS vs STLA
+263.8%
+1,506.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | -11.0% | +2.6% | -13.6% | -11.5% |
| 30D | -1.7% | -1.2% | -0.5% | -1.6% |
| 3M | -20.4% | -24.8% | +4.4% | -16.2% |
| 6M | -8.6% | -25.6% | +17.0% | -4.0% |
| YTD | -16.2% | -48.9% | +32.8% | -6.4% |
| 1Y | -34.6% | -38.8% | +4.2% | -29.7% |
| 3Y | -14.5% | -64.5% | +50.1% | -0.3% |
| 5Y | +17.0% | -62.4% | +79.4% | +32.7% |
| 10Y | +560.0% | +55.4% | +504.6% | +511.1% |
| All | +1,770.1% | +263.8% | +1,506.3% | +1,571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling