+4.9%
STM vs SN
+397.9%
-393.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.8% | +3.5% |
| 7D | -10.7% | +7.2% | -17.9% | -13.0% |
| 30D | -25.7% | +20.4% | -46.1% | -30.8% |
| 3M | -21.6% | +23.9% | -45.5% | -28.0% |
| 6M | -27.8% | +93.0% | -120.8% | -44.8% |
| YTD | +61.8% | +99.2% | -37.5% | +21.2% |
| 1Y | +78.1% | +142.6% | -64.5% | +23.6% |
| 3Y | +4.9% | +398.8% | -393.9% | -43.0% |
| All | +4.9% | +397.9% | -393.0% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling