+5,401.8%
SNPS vs STZ
+10,752.7%
-5,350.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.7% |
| 7D | -3.7% | +4.9% | -8.6% | -4.7% |
| 30D | -10.4% | +20.9% | -31.3% | -14.2% |
| 3M | +11.0% | +8.0% | +3.0% | +8.6% |
| 6M | -10.7% | -5.3% | -5.4% | -10.5% |
| YTD | -4.1% | +5.9% | -10.0% | -7.0% |
| 1Y | +13.7% | +14.2% | -0.5% | +8.5% |
| 3Y | -8.1% | -37.0% | +28.9% | -1.3% |
| 5Y | +32.2% | -29.7% | +61.9% | +38.4% |
| 10Y | +681.4% | +5.2% | +676.2% | +637.8% |
| All | +5,401.8% | +10,752.7% | -5,350.9% | +1,753.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling