+134.3%
SN vs STT
+48.2%
+86.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +1.4% | +5.1% | -3.7% | -1.2% |
| 30D | +16.6% | -0.2% | +16.8% | +16.6% |
| 3M | +18.3% | -8.1% | +26.4% | +23.1% |
| 6M | +103.1% | +16.6% | +86.4% | +80.5% |
| YTD | +96.7% | +37.8% | +58.9% | +50.7% |
| 1Y | +134.3% | +46.8% | +87.5% | +64.3% |
| All | +134.3% | +48.2% | +86.2% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling