+267.1%
STM vs SNY
+241.9%
+25.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -1.4% | -3.3% | +1.9% | +0.7% |
| 30D | -4.9% | -2.2% | -2.8% | -3.8% |
| 3M | -34.0% | -3.0% | -31.0% | -33.4% |
| 6M | +51.8% | +2.7% | +49.1% | +46.8% |
| YTD | +99.4% | -6.8% | +106.2% | +105.0% |
| 1Y | +99.1% | -5.3% | +104.3% | +101.4% |
| 3Y | +19.5% | -9.8% | +29.3% | +17.4% |
| 5Y | +19.5% | +9.7% | +9.8% | -1.2% |
| 10Y | +663.9% | +64.5% | +599.4% | +360.9% |
| All | +267.1% | +241.9% | +25.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling