+447.8%
SN vs STT
+168.6%
+279.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | +1.5% | +4.8% | -3.2% | -1.7% |
| 30D | +21.5% | +3.9% | +17.6% | +18.2% |
| 3M | +20.0% | -8.2% | +28.2% | +26.8% |
| 6M | +119.9% | +15.6% | +104.3% | +94.8% |
| YTD | +102.3% | +37.6% | +64.7% | +55.6% |
| 1Y | +148.0% | +50.1% | +97.9% | +78.3% |
| 3Y | +450.0% | +183.1% | +266.9% | +158.0% |
| All | +447.8% | +168.6% | +279.2% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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