+365.4%
STX vs SNY
+2.0%
+363.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | +2.4% | -1.3% | +3.6% | +1.9% |
| 30D | +1.4% | +3.4% | -2.0% | +2.5% |
| 3M | -8.2% | -0.3% | -7.9% | -7.1% |
| 6M | +127.0% | +1.0% | +126.0% | +128.5% |
| YTD | +209.1% | -3.6% | +212.8% | +215.0% |
| 1Y | +365.4% | +3.0% | +362.4% | +348.4% |
| All | +365.4% | +2.0% | +363.4% | +348.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling