+156.6%
STT vs SNY
+9.4%
+147.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.4% | -3.3% | +2.9% | +0.3% |
| 30D | +1.7% | -2.2% | +3.9% | +2.2% |
| 3M | +17.9% | -3.0% | +20.9% | +18.5% |
| 6M | +55.3% | +2.7% | +52.5% | +53.7% |
| YTD | +52.7% | -6.8% | +59.5% | +54.5% |
| 1Y | +75.7% | -5.3% | +80.9% | +76.6% |
| 3Y | +197.9% | -9.8% | +207.7% | +197.9% |
| All | +156.6% | +9.4% | +147.1% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling