+99.6%
STM vs SNPS
-33.5%
+133.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +3.3% |
| 7D | +5.8% | -11.0% | +16.8% | +8.9% |
| 30D | -1.0% | -1.7% | +0.7% | -0.7% |
| 3M | -33.3% | -20.4% | -12.9% | -29.7% |
| 6M | +57.4% | -8.6% | +66.0% | +60.4% |
| YTD | +102.2% | -16.2% | +118.3% | +109.3% |
| 1Y | +99.6% | -34.6% | +134.2% | +107.4% |
| All | +99.6% | -33.5% | +133.1% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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