+433.2%
SNXX vs STT
+51.8%
+381.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +2.2% |
| 7D | +26.7% | +2.2% | +24.5% | +21.9% |
| 30D | +90.7% | +3.9% | +86.8% | +77.9% |
| 3M | -30.9% | +19.2% | -50.0% | -43.7% |
| 6M | +409.9% | +60.4% | +349.6% | +181.7% |
| All | +433.2% | +51.8% | +381.4% | +213.3% |
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