-14.3%
STM vs SN
+681.9%
-696.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.8% | +5.9% |
| 7D | -5.6% | +7.6% | -13.2% | -7.7% |
| 30D | -14.4% | +24.1% | -38.5% | -20.0% |
| 3M | -20.5% | +23.7% | -44.2% | -25.9% |
| 6M | -24.5% | +105.5% | -130.0% | -40.6% |
| YTD | +72.7% | +105.1% | -32.4% | +35.1% |
| 1Y | +91.0% | +148.3% | -57.3% | +41.0% |
| 3Y | +13.5% | +438.7% | -425.2% | -26.9% |
| All | -14.3% | +681.9% | -696.2% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling