+557.2%
SNPS vs STRL
+7,193.7%
-6,636.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.8% | -11.1% | -6.4% |
| 7D | -11.0% | +3.4% | -14.4% | -11.6% |
| 30D | -1.7% | -9.2% | +7.5% | -0.2% |
| 3M | -20.4% | -51.0% | +30.7% | -11.0% |
| 6M | -8.6% | +15.8% | -24.4% | -16.5% |
| YTD | -16.2% | +58.9% | -75.0% | -28.5% |
| 1Y | -34.6% | +68.5% | -103.1% | -45.6% |
| 3Y | -14.5% | +485.2% | -499.7% | -46.4% |
| 5Y | +17.0% | +2,005.1% | -1,988.1% | -42.7% |
| All | +557.2% | +7,193.7% | -6,636.5% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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