+609.9%
STT vs SNY
+241.9%
+368.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -0.4% | -3.3% | +2.9% | +1.4% |
| 30D | +1.7% | -2.2% | +3.9% | +2.8% |
| 3M | +17.9% | -3.0% | +20.9% | +19.1% |
| 6M | +55.3% | +2.7% | +52.5% | +51.5% |
| YTD | +52.7% | -6.8% | +59.5% | +56.7% |
| 1Y | +75.7% | -5.3% | +80.9% | +77.3% |
| 3Y | +197.9% | -9.8% | +207.7% | +192.8% |
| 5Y | +158.8% | +9.7% | +149.1% | +119.8% |
| 10Y | +269.3% | +64.5% | +204.7% | +134.6% |
| All | +609.9% | +241.9% | +368.0% | +169.3% |
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 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