+66.7%
SNXX vs STT
+37.2%
+29.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -19.8% |
| 7D | -47.8% | -0.1% | -47.7% | -47.3% |
| 30D | -66.0% | -1.7% | -64.3% | -64.4% |
| 3M | -57.5% | -6.4% | -51.1% | -51.9% |
| 6M | -66.7% | +17.7% | -84.4% | -70.7% |
| All | +66.7% | +37.2% | +29.5% | +18.0% |
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