+644.6%
STM vs SU
+267.8%
+376.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -1.1% | +1.7% | -2.7% | -1.7% |
| 30D | -7.8% | +9.6% | -17.4% | -11.0% |
| 3M | -28.2% | +11.7% | -39.9% | -31.8% |
| 6M | +52.0% | +21.9% | +30.1% | +38.7% |
| YTD | +96.4% | +58.6% | +37.7% | +61.9% |
| 1Y | +98.8% | +66.5% | +32.3% | +60.4% |
| 3Y | +18.3% | +121.4% | -103.2% | -16.1% |
| 5Y | +17.7% | +355.7% | -338.0% | -40.6% |
| All | +644.6% | +267.8% | +376.8% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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