-19.8%
STM vs SN
+659.6%
-679.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.8% | +3.6% |
| 7D | -10.7% | +7.2% | -17.9% | -12.7% |
| 30D | -25.7% | +20.4% | -46.1% | -30.0% |
| 3M | -21.6% | +23.9% | -45.5% | -26.9% |
| 6M | -27.8% | +93.0% | -120.8% | -42.1% |
| YTD | +61.8% | +99.2% | -37.5% | +27.7% |
| 1Y | +78.1% | +142.6% | -64.5% | +32.4% |
| 3Y | +4.9% | +398.8% | -393.9% | -31.7% |
| All | -19.8% | +659.6% | -679.3% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling