+663.1%
SNPS vs STT
+204.5%
+458.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -3.7% | -2.5% | -1.2% | -2.8% |
| 30D | -10.4% | -5.0% | -5.4% | -8.6% |
| 3M | +11.0% | -10.5% | +21.4% | +15.5% |
| 6M | -10.7% | +10.0% | -20.7% | -13.8% |
| YTD | -4.1% | +30.7% | -34.8% | -13.2% |
| 1Y | +13.7% | +43.8% | -30.1% | -0.4% |
| 3Y | -8.1% | +168.1% | -176.1% | -35.1% |
| 5Y | +32.2% | +101.4% | -69.2% | -0.8% |
| All | +663.1% | +204.5% | +458.6% | +412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling