-4.6%
STM vs SNPS
+30.3%
-34.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | +12.0% | +1.1% | +11.0% | +11.5% |
| 30D | -0.4% | -5.2% | +4.8% | +2.8% |
| 3M | -13.2% | +10.6% | -23.7% | -18.0% |
| 6M | -26.1% | -10.6% | -15.5% | -22.5% |
| YTD | +81.2% | -3.1% | +84.3% | +80.3% |
| 1Y | +98.3% | +15.6% | +82.8% | +80.3% |
| 3Y | +16.7% | -12.9% | +29.7% | +4.3% |
| All | -4.6% | +30.3% | -34.9% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling