+792.6%
STX vs SN
+671.3%
+121.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.7% |
| 7D | +14.6% | +1.5% | +13.1% | +14.2% |
| 30D | -26.0% | +21.5% | -47.5% | -29.3% |
| 3M | -42.6% | +20.0% | -62.7% | -45.2% |
| 6M | -35.3% | +119.9% | -155.2% | -47.6% |
| YTD | +92.5% | +102.3% | -9.9% | +58.5% |
| 1Y | +102.4% | +148.0% | -45.6% | +58.6% |
| 3Y | +673.8% | +450.0% | +223.8% | +476.9% |
| All | +792.6% | +671.3% | +121.3% | +564.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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