+97.4%
STM vs SNPS
-34.8%
+132.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +5.2% | -5.5% | +10.7% | +6.7% |
| 30D | -7.4% | -5.8% | -1.6% | -6.1% |
| 3M | -30.6% | -17.2% | -13.4% | -27.6% |
| 6M | +66.4% | -10.4% | +76.8% | +70.3% |
| YTD | +101.1% | -16.5% | +117.7% | +108.5% |
| 1Y | +97.4% | -35.6% | +133.0% | +105.5% |
| All | +97.4% | -34.8% | +132.1% | +105.5% |
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