+425.4%
SN vs STT
+154.5%
+270.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.8% | +2.3% |
| 7D | +3.8% | -4.9% | +8.7% | +7.4% |
| 30D | +17.5% | -6.0% | +23.5% | +22.5% |
| 3M | +19.2% | -11.7% | +30.9% | +29.3% |
| 6M | +84.9% | +11.7% | +73.2% | +67.5% |
| YTD | +94.0% | +30.4% | +63.6% | +54.9% |
| 1Y | +151.3% | +43.9% | +107.4% | +86.0% |
| 3Y | +387.1% | +165.4% | +221.6% | +138.8% |
| All | +425.4% | +154.5% | +270.9% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling