-14.0%
STM vs SN
+671.7%
-685.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -7.9% | +7.6% | -15.5% | -9.9% |
| 30D | -14.1% | +22.4% | -36.6% | -19.4% |
| 3M | -17.6% | +21.7% | -39.3% | -22.8% |
| 6M | -24.2% | +102.8% | -127.1% | -40.2% |
| YTD | +73.3% | +102.4% | -29.1% | +36.2% |
| 1Y | +90.1% | +139.0% | -48.9% | +41.9% |
| 3Y | +10.3% | +440.4% | -430.0% | -28.7% |
| All | -14.0% | +671.7% | -685.7% | -44.8% |
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