-35.6%
SNPS vs STZ
-16.0%
-19.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.2% | -0.6% |
| 7D | -5.5% | -7.4% | +1.9% | -5.7% |
| 30D | -5.8% | -10.9% | +5.1% | -6.0% |
| 3M | -17.2% | -13.4% | -3.8% | -17.4% |
| 6M | -10.4% | -16.2% | +5.8% | -11.7% |
| YTD | -16.5% | -10.4% | -6.1% | -25.2% |
| 1Y | -35.6% | -14.8% | -20.9% | -37.7% |
| All | -35.6% | -16.0% | -19.6% | -37.7% |
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