+368.8%
SNXX vs STT
+53.0%
+315.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -9.0% |
| 7D | -12.0% | -0.4% | -11.6% | -11.5% |
| 30D | +37.9% | +1.7% | +36.2% | +33.5% |
| 3M | -52.7% | +17.9% | -70.6% | -61.3% |
| 6M | +194.8% | +55.3% | +139.5% | +66.9% |
| All | +368.8% | +53.0% | +315.8% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling