-35.6%
SNPS vs STT
+74.0%
-109.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.3% |
| 7D | -5.5% | +2.2% | -7.7% | -6.8% |
| 30D | -5.8% | +3.9% | -9.7% | -8.1% |
| 3M | -17.2% | +19.2% | -36.4% | -26.8% |
| 6M | -10.4% | +60.4% | -70.8% | -37.2% |
| YTD | -16.5% | +51.5% | -68.0% | -40.1% |
| 1Y | -35.6% | +76.3% | -111.9% | -66.1% |
| All | -35.6% | +74.0% | -109.6% | -66.1% |
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 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