+0.4%
STM vs SN
+384.9%
-384.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.0% | -11.4% | -12.0% |
| 7D | -20.1% | +3.8% | -23.9% | -21.2% |
| 30D | -32.0% | +17.5% | -49.5% | -36.1% |
| 3M | -24.2% | +19.2% | -43.4% | -29.4% |
| 6M | -29.9% | +84.9% | -114.9% | -45.6% |
| YTD | +54.9% | +94.0% | -39.1% | +17.1% |
| 1Y | +68.0% | +151.3% | -83.4% | +14.8% |
| All | +0.4% | +384.9% | -384.5% | -44.9% |
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