+463.1%
STM vs SNPS
+687.7%
-224.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +1.4% | -0.2% | +1.6% | +2.0% |
| 30D | -8.4% | -8.0% | -0.3% | -2.9% |
| 3M | -15.8% | +12.5% | -28.3% | -22.8% |
| 6M | -22.8% | -10.5% | -12.4% | -18.5% |
| YTD | +79.4% | -1.6% | +81.0% | +75.3% |
| 1Y | +97.0% | +16.8% | +80.2% | +71.8% |
| 3Y | +14.2% | -10.9% | +25.1% | -2.1% |
| 5Y | -4.5% | +35.8% | -40.2% | -44.9% |
| 10Y | +463.1% | +675.0% | -211.9% | -31.7% |
| All | +463.1% | +687.7% | -224.6% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling