+678.9%
STX vs SN
+659.6%
+19.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.8% |
| 7D | -28.5% | +7.2% | -35.7% | -29.7% |
| 30D | -42.9% | +20.4% | -63.3% | -45.4% |
| 3M | -45.9% | +23.9% | -69.8% | -48.8% |
| 6M | -41.3% | +93.0% | -134.3% | -50.9% |
| YTD | +67.9% | +99.2% | -31.3% | +38.8% |
| 1Y | +66.5% | +142.6% | -76.1% | +31.2% |
| 3Y | +588.0% | +398.8% | +189.2% | +413.7% |
| All | +678.9% | +659.6% | +19.3% | +481.3% |
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