+1,727.7%
STM vs SNPS
+4,275.8%
-2,548.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.9% | -7.5% | -10.0% |
| 7D | -20.1% | -10.2% | -9.9% | -15.6% |
| 30D | -32.0% | -12.8% | -19.1% | -27.0% |
| 3M | -24.2% | +9.9% | -34.0% | -28.1% |
| 6M | -29.9% | -12.4% | -17.6% | -26.0% |
| YTD | +54.9% | -6.3% | +61.2% | +56.6% |
| 1Y | +68.0% | +7.6% | +60.4% | +58.6% |
| 3Y | -0.1% | -9.8% | +9.6% | -6.7% |
| 5Y | -17.9% | +29.2% | -47.1% | -35.7% |
| 10Y | +392.2% | +663.8% | -271.5% | +77.9% |
| All | +1,727.7% | +4,275.8% | -2,548.1% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling