+422.5%
STM vs SNPS
+702.6%
-280.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +4.5% |
| 7D | -5.6% | +0.2% | -5.8% | -5.3% |
| 30D | -14.4% | -8.4% | -6.0% | -9.1% |
| 3M | -20.5% | +12.3% | -32.7% | -26.9% |
| 6M | -24.5% | -9.6% | -14.9% | -20.8% |
| YTD | +72.7% | -0.6% | +73.3% | +67.7% |
| 1Y | +91.0% | +18.7% | +72.3% | +64.9% |
| 3Y | +13.5% | -7.6% | +21.1% | -5.4% |
| 5Y | -9.2% | +34.1% | -43.3% | -46.9% |
| 10Y | +422.5% | +691.2% | -268.7% | -37.6% |
| All | +422.5% | +702.6% | -280.1% | -37.6% |
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