+2,025.5%
STM vs SU
+9,471.7%
-7,446.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +16.3% | +0.3% | +16.0% | +16.1% |
| 30D | -6.3% | -7.9% | +1.6% | -3.7% |
| 3M | -14.1% | +9.2% | -23.3% | -17.3% |
| 6M | -19.6% | +5.5% | -25.0% | -22.3% |
| YTD | +80.1% | +59.5% | +20.7% | +49.4% |
| 1Y | +95.4% | +59.9% | +35.4% | +61.7% |
| 3Y | +14.7% | +130.3% | -115.6% | -17.8% |
| 5Y | -5.4% | +225.3% | -230.7% | -42.4% |
| 10Y | +465.5% | +237.5% | +228.0% | +213.0% |
| All | +2,025.5% | +9,471.7% | -7,446.2% | +564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling