+16,258.7%
STX vs SNY
+264.0%
+15,994.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +8.0% | -3.6% | +11.6% | +9.4% |
| 30D | +5.1% | -1.9% | +7.0% | +5.6% |
| 3M | +5.8% | -2.0% | +7.7% | +5.2% |
| 6M | +124.9% | +2.5% | +122.4% | +119.1% |
| YTD | +213.9% | -7.0% | +220.9% | +215.6% |
| 1Y | +350.4% | -4.4% | +354.8% | +348.1% |
| 3Y | +1,314.2% | -8.4% | +1,322.6% | +1,272.5% |
| 5Y | +1,092.8% | +9.5% | +1,083.3% | +943.5% |
| 10Y | +3,522.4% | +64.3% | +3,458.1% | +2,463.3% |
| All | +16,258.7% | +264.0% | +15,994.7% | +7,794.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling