+5,277.8%
SNPS vs STZ
+10,950.7%
-5,672.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -10.2% | +11.8% | -22.0% | -12.3% |
| 30D | -12.8% | +26.0% | -38.8% | -17.2% |
| 3M | +9.9% | +11.5% | -1.7% | +6.8% |
| 6M | -12.4% | -2.0% | -10.4% | -12.8% |
| YTD | -6.3% | +7.9% | -14.1% | -9.4% |
| 1Y | +7.6% | +13.9% | -6.3% | +2.8% |
| 3Y | -9.8% | -35.8% | +26.1% | -3.4% |
| 5Y | +29.2% | -28.4% | +57.6% | +34.8% |
| 10Y | +663.8% | +7.1% | +656.7% | +618.6% |
| All | +5,277.8% | +10,950.7% | -5,672.8% | +1,705.0% |
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 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