+264.3%
STT vs WYNN
+1.1%
+263.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.4% | -4.2% | +3.8% | +0.9% |
| 30D | +1.7% | -14.6% | +16.4% | +7.0% |
| 3M | +17.9% | -18.4% | +36.3% | +25.5% |
| 6M | +55.3% | -11.9% | +67.2% | +60.8% |
| YTD | +52.7% | -26.6% | +79.2% | +67.3% |
| 1Y | +75.7% | -28.5% | +104.2% | +92.8% |
| 3Y | +197.9% | -5.1% | +203.0% | +187.6% |
| 5Y | +158.8% | -10.5% | +169.3% | +141.0% |
| All | +264.3% | +1.1% | +263.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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