+1,333.8%
STX vs SN
+490.7%
+843.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.6% |
| 7D | +2.4% | -9.3% | +11.7% | +4.6% |
| 30D | +1.4% | -4.8% | +6.2% | +2.4% |
| 3M | -8.2% | +40.4% | -48.6% | -16.8% |
| 6M | +127.0% | +50.9% | +76.1% | +101.0% |
| YTD | +209.1% | +54.9% | +154.2% | +171.6% |
| 1Y | +365.4% | +43.0% | +322.4% | +313.9% |
| 3Y | +1,135.4% | +391.8% | +743.6% | +888.3% |
| All | +1,333.8% | +490.7% | +843.1% | +1,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling