+663.2%
SNPS vs STZ
+9.8%
+653.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.8% |
| 7D | -3.7% | +4.9% | -8.6% | -5.0% |
| 30D | -10.4% | +20.9% | -31.3% | -15.7% |
| 3M | +11.0% | +8.0% | +3.0% | +7.6% |
| 6M | -10.7% | -5.3% | -5.4% | -10.2% |
| YTD | -4.1% | +5.9% | -10.0% | -8.7% |
| 1Y | +13.7% | +14.2% | -0.5% | +5.2% |
| 3Y | -8.1% | -37.0% | +28.9% | +2.9% |
| 5Y | +32.2% | -29.7% | +61.9% | +41.2% |
| All | +663.2% | +9.8% | +653.4% | +577.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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