+3,343.4%
STX vs SNY
+64.5%
+3,278.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | -2.3% | -3.3% | +1.1% | -1.6% |
| 30D | -5.5% | -2.2% | -3.3% | -5.2% |
| 3M | -4.3% | -3.0% | -1.3% | -4.4% |
| 6M | +115.6% | +2.7% | +112.9% | +111.8% |
| YTD | +202.2% | -6.8% | +209.0% | +203.4% |
| 1Y | +325.3% | -5.3% | +330.6% | +325.1% |
| 3Y | +1,283.9% | -9.8% | +1,293.7% | +1,265.1% |
| 5Y | +1,048.3% | +9.7% | +1,038.6% | +922.7% |
| All | +3,343.4% | +64.5% | +3,278.9% | +2,471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling