+263.8%
STLA vs SUI
+764.7%
-500.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.5% |
| 30D | -1.2% | -1.2% | -0.1% | -0.9% |
| 3M | -24.8% | -1.7% | -23.0% | -24.5% |
| 6M | -25.6% | -10.5% | -15.1% | -23.0% |
| YTD | -48.9% | -1.8% | -47.1% | -48.8% |
| 1Y | -38.8% | -4.1% | -34.7% | -38.3% |
| 3Y | -64.5% | +11.3% | -75.8% | -66.3% |
| 5Y | -62.4% | -32.1% | -30.3% | -58.8% |
| 10Y | +55.4% | +110.4% | -55.1% | +29.7% |
| All | +263.8% | +764.7% | -500.9% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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