+190.5%
STLA vs SUI
+792.7%
-602.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | -5.5% | +8.8% | -14.3% | -8.1% |
| 30D | -3.7% | +8.9% | -12.6% | -6.6% |
| 3M | -21.1% | +2.0% | -23.2% | -21.9% |
| 6M | -38.3% | -0.6% | -37.7% | -38.5% |
| YTD | -59.2% | +1.3% | -60.6% | -59.7% |
| 1Y | -56.7% | +1.3% | -57.9% | -57.1% |
| 3Y | -74.3% | +16.3% | -90.6% | -76.0% |
| 5Y | -70.2% | -25.1% | -45.2% | -68.4% |
| 10Y | +23.4% | +121.1% | -97.7% | +1.3% |
| All | +190.5% | +792.7% | -602.2% | +99.9% |
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