+2,273.4%
STM vs SU
+9,278.3%
-7,004.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | -7.4% | +13.7% | -21.0% | -11.6% |
| 3M | -30.6% | +8.0% | -38.7% | -33.2% |
| 6M | +66.4% | +21.0% | +45.4% | +53.2% |
| YTD | +101.1% | +56.2% | +44.9% | +69.0% |
| 1Y | +97.4% | +72.2% | +25.2% | +59.6% |
| 3Y | +21.1% | +118.1% | -96.9% | -11.3% |
| 5Y | +22.5% | +350.3% | -327.9% | -33.7% |
| 10Y | +657.6% | +248.5% | +409.1% | +317.0% |
| All | +2,273.4% | +9,278.3% | -7,004.9% | +652.2% |
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