+11.2%
SNPS vs STT
+53.6%
-42.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.1% |
| 7D | -3.9% | -0.1% | -3.9% | -3.9% |
| 30D | -5.2% | -1.7% | -3.5% | -4.5% |
| 3M | +14.6% | -6.4% | +21.0% | +18.2% |
| 6M | -6.9% | +17.7% | -24.6% | -14.7% |
| YTD | -1.4% | +36.9% | -38.3% | -18.1% |
| 1Y | +11.2% | +52.0% | -40.8% | -11.5% |
| All | +11.2% | +53.6% | -42.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling