+12.4%
SNPS vs STZ
+14.2%
-1.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +1.9% |
| 7D | -3.7% | +4.9% | -8.6% | -2.4% |
| 30D | -10.4% | +20.9% | -31.3% | -6.4% |
| 3M | +11.0% | +8.0% | +3.0% | +13.8% |
| 6M | -10.7% | -5.3% | -5.4% | -10.4% |
| YTD | -4.1% | +5.9% | -10.0% | -7.9% |
| All | +12.4% | +14.2% | -1.8% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling