+18.3%
STM vs SU
+348.9%
-330.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -1.4% | +2.2% | -3.6% | -2.0% |
| 30D | -4.9% | +8.4% | -13.4% | -7.3% |
| 3M | -34.0% | +12.1% | -46.1% | -36.7% |
| 6M | +51.8% | +19.7% | +32.2% | +41.6% |
| YTD | +99.4% | +58.4% | +41.0% | +69.3% |
| 1Y | +99.1% | +67.2% | +31.8% | +65.7% |
| 3Y | +19.5% | +125.0% | -105.6% | -10.6% |
| All | +18.3% | +348.9% | -330.6% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling