+96.5%
STM vs SN
+156.5%
-60.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.1% | -10.2% | -7.3% |
| 7D | -6.0% | +10.6% | -16.7% | -9.2% |
| 30D | -20.9% | +20.0% | -41.0% | -25.7% |
| 3M | -15.8% | +30.4% | -46.1% | -23.5% |
| 6M | -17.0% | +91.0% | -108.0% | -36.0% |
| YTD | +76.8% | +95.9% | -19.1% | +29.7% |
| 1Y | +96.5% | +158.9% | -62.4% | +25.7% |
| All | +96.5% | +156.5% | -60.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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