+17.1%
SNPS vs STT
+145.1%
-128.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -11.0% | +0.5% | -11.5% | -11.2% |
| 30D | -1.7% | +3.9% | -5.6% | -3.5% |
| 3M | -20.4% | +20.0% | -40.3% | -26.9% |
| 6M | -8.6% | +55.3% | -63.9% | -25.6% |
| YTD | -16.2% | +53.3% | -69.5% | -31.4% |
| 1Y | -34.6% | +74.7% | -109.3% | -49.4% |
| 3Y | -14.5% | +205.8% | -220.3% | -48.4% |
| All | +17.1% | +145.1% | -128.0% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling