+439.5%
SN vs STT
+155.0%
+284.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | +7.2% | -2.5% | +9.7% | +9.0% |
| 30D | +20.4% | -5.0% | +25.3% | +24.5% |
| 3M | +23.9% | -10.5% | +34.4% | +33.1% |
| 6M | +93.0% | +10.0% | +83.0% | +76.9% |
| YTD | +99.2% | +30.7% | +68.6% | +58.8% |
| 1Y | +142.6% | +43.8% | +98.8% | +79.7% |
| 3Y | +398.8% | +168.1% | +230.7% | +143.0% |
| All | +439.5% | +155.0% | +284.4% | +164.8% |
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