+28.4%
SNPS vs STT
+99.6%
-71.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.7% | -0.2% | -2.7% |
| 7D | -10.2% | -4.9% | -5.3% | -8.0% |
| 30D | -12.8% | -6.0% | -6.9% | -10.2% |
| 3M | +9.9% | -11.7% | +21.5% | +16.3% |
| 6M | -12.4% | +11.7% | -24.1% | -17.0% |
| YTD | -6.3% | +30.4% | -36.7% | -17.6% |
| 1Y | +7.6% | +43.9% | -36.3% | -9.6% |
| 3Y | -9.8% | +165.4% | -175.2% | -42.2% |
| All | +28.4% | +99.6% | -71.2% | -12.7% |
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