-11.6%
SNPS vs STRL
+358.3%
-369.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.4% |
| 7D | -0.2% | +7.1% | -7.3% | -1.7% |
| 30D | -8.0% | -39.4% | +31.3% | -0.2% |
| 3M | +12.5% | -43.0% | +55.4% | +23.1% |
| 6M | -10.5% | -65.0% | +54.5% | +5.1% |
| YTD | -1.6% | -0.8% | -0.8% | -14.1% |
| 1Y | +16.8% | -20.3% | +37.1% | +7.6% |
| All | -11.6% | +358.3% | -369.9% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling