+455.3%
SN vs STT
+164.6%
+290.7%
-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% | -7.0% | +30.7% | +29.4% |
| 6M | +105.5% | +15.5% | +90.0% | +82.0% |
| YTD | +105.1% | +35.6% | +69.5% | +59.4% |
| 1Y | +148.3% | +47.9% | +100.4% | +80.5% |
| 3Y | +438.7% | +181.1% | +257.6% | +154.1% |
| All | +455.3% | +164.6% | +290.7% | +165.7% |
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