+678.9%
STM vs SUI
+110.1%
+568.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | -2.8% | +8.6% | +7.0% |
| 30D | -1.0% | -1.2% | +0.2% | -0.6% |
| 3M | -33.3% | -1.7% | -31.5% | -33.6% |
| 6M | +57.4% | -10.5% | +67.8% | +63.2% |
| YTD | +102.2% | -1.8% | +104.0% | +100.3% |
| 1Y | +99.6% | -4.1% | +103.7% | +99.5% |
| 3Y | +14.5% | +11.3% | +3.3% | +4.3% |
| 5Y | +21.4% | -32.1% | +53.5% | +37.6% |
| All | +678.9% | +110.1% | +568.9% | +615.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling