+264.3%
STT vs SNY
+64.5%
+199.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.4% | -3.3% | +2.9% | +0.8% |
| 30D | +1.7% | -2.2% | +3.9% | +2.5% |
| 3M | +17.9% | -3.0% | +20.9% | +18.8% |
| 6M | +55.3% | +2.7% | +52.5% | +52.8% |
| YTD | +52.7% | -6.8% | +59.5% | +55.5% |
| 1Y | +75.7% | -5.3% | +80.9% | +77.0% |
| 3Y | +197.9% | -9.8% | +207.7% | +196.0% |
| 5Y | +158.8% | +9.7% | +149.1% | +127.6% |
| All | +264.3% | +64.5% | +199.8% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling