+28.4%
SNPS vs STRL
+749.9%
-721.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.9% | +9.0% | -2.1% |
| 7D | -10.2% | -34.6% | +24.4% | -3.0% |
| 30D | -12.8% | -56.7% | +43.8% | +2.2% |
| 3M | +9.9% | -54.4% | +64.3% | +27.1% |
| 6M | -12.4% | -69.7% | +57.3% | +7.3% |
| YTD | -6.3% | -20.2% | +13.9% | -14.0% |
| 1Y | +7.6% | -40.6% | +48.2% | +6.4% |
| 3Y | -9.8% | +221.7% | -231.4% | -48.7% |
| All | +28.4% | +749.9% | -721.5% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling