+1,990.7%
SNPS vs STLA
+190.5%
+1,800.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.0% |
| 7D | -10.2% | -5.5% | -4.6% | -9.2% |
| 30D | -12.8% | -3.7% | -9.2% | -12.4% |
| 3M | +9.9% | -21.1% | +31.0% | +14.5% |
| 6M | -12.4% | -38.3% | +26.0% | -4.7% |
| YTD | -6.3% | -59.2% | +53.0% | +9.0% |
| 1Y | +7.6% | -56.7% | +64.3% | +23.3% |
| 3Y | -9.8% | -74.3% | +64.6% | +11.7% |
| 5Y | +29.2% | -70.2% | +99.4% | +52.9% |
| 10Y | +663.8% | +23.4% | +640.4% | +637.0% |
| All | +1,990.7% | +190.5% | +1,800.2% | +1,845.0% |
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