+1,972.8%
STX vs SNPS
+635.4%
+1,337.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.4% |
| 7D | +14.6% | +1.1% | +13.5% | +14.2% |
| 30D | -26.0% | -5.2% | -20.8% | -23.9% |
| 3M | -42.6% | +10.6% | -53.2% | -45.2% |
| 6M | -35.3% | -10.6% | -24.6% | -32.8% |
| YTD | +92.5% | -3.1% | +95.6% | +91.2% |
| 1Y | +102.4% | +15.6% | +86.8% | +86.6% |
| 3Y | +673.8% | -12.9% | +686.8% | +611.9% |
| 5Y | +463.1% | +31.2% | +431.9% | +302.6% |
| All | +1,972.8% | +635.4% | +1,337.5% | +330.2% |
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