+455.3%
SN vs STT
+163.2%
+292.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +0.7% |
| 7D | +7.6% | +0.9% | +6.7% | +6.9% |
| 30D | +24.1% | -2.3% | +26.4% | +25.9% |
| 3M | +23.7% | -7.5% | +31.2% | +29.9% |
| 6M | +105.5% | +14.9% | +90.6% | +82.7% |
| YTD | +105.1% | +34.9% | +70.2% | +60.0% |
| 1Y | +148.3% | +47.1% | +101.2% | +81.1% |
| 3Y | +438.7% | +179.6% | +259.1% | +155.1% |
| All | +455.3% | +163.2% | +292.1% | +166.7% |
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