+5,491.2%
SNPS vs STT
+3,682.3%
+1,809.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.7% | -0.2% | -3.6% |
| 7D | -10.2% | -4.9% | -5.3% | -8.9% |
| 30D | -12.8% | -6.0% | -6.9% | -11.3% |
| 3M | +9.9% | -11.7% | +21.5% | +13.7% |
| 6M | -12.4% | +11.7% | -24.1% | -15.0% |
| YTD | -6.3% | +30.4% | -36.7% | -12.9% |
| 1Y | +7.6% | +43.9% | -36.3% | -2.7% |
| 3Y | -9.8% | +165.4% | -175.2% | -30.8% |
| 5Y | +29.2% | +101.0% | -71.8% | +4.7% |
| 10Y | +663.8% | +210.7% | +453.1% | +423.6% |
| All | +5,491.2% | +3,682.3% | +1,809.0% | +1,053.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling