+9,423.5%
STX vs SNPS
+1,961.2%
+7,462.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -17.3% | -0.6% | -16.6% | -16.7% |
| 30D | -35.9% | -9.8% | -26.1% | -32.2% |
| 3M | -37.3% | +11.7% | -49.0% | -41.1% |
| 6M | -35.8% | -10.9% | -24.9% | -33.0% |
| YTD | +82.7% | -2.1% | +84.8% | +79.5% |
| 1Y | +71.6% | +14.8% | +56.9% | +55.5% |
| 3Y | +635.3% | -11.3% | +646.6% | +562.8% |
| 5Y | +483.8% | +36.2% | +447.5% | +297.7% |
| 10Y | +1,967.8% | +684.5% | +1,283.3% | +371.7% |
| All | +9,423.5% | +1,961.2% | +7,462.3% | +1,055.6% |
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 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