+17.1%
SNPS vs STZ
-33.3%
+50.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -11.0% | -1.9% | -9.1% | -10.6% |
| 30D | -1.7% | -1.9% | +0.1% | -1.5% |
| 3M | -20.4% | -6.2% | -14.1% | -19.5% |
| 6M | -8.6% | -14.0% | +5.4% | -6.1% |
| YTD | -16.2% | -5.1% | -11.0% | -17.8% |
| 1Y | -34.6% | -9.6% | -25.0% | -34.6% |
| 3Y | -14.5% | -47.2% | +32.8% | +0.7% |
| All | +17.1% | -33.3% | +50.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling