+319.5%
SN vs STT
+199.2%
+120.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -9.3% | +0.5% | -9.8% | -9.6% |
| 30D | -4.8% | +3.9% | -8.6% | -7.4% |
| 3M | +40.4% | +20.0% | +20.5% | +22.2% |
| 6M | +50.9% | +55.3% | -4.4% | +8.0% |
| YTD | +54.9% | +53.3% | +1.6% | +10.9% |
| 1Y | +43.0% | +74.7% | -31.7% | -7.7% |
| 3Y | +391.8% | +205.8% | +186.0% | +117.3% |
| All | +319.5% | +199.2% | +120.3% | +84.9% |
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