-4.6%
STM vs SUI
-26.4%
+21.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +12.0% | -1.5% | +13.5% | +12.5% |
| 30D | -0.4% | +3.7% | -4.1% | -2.3% |
| 3M | -13.2% | -0.4% | -12.8% | -13.8% |
| 6M | -26.1% | -2.8% | -23.3% | -26.7% |
| YTD | +81.2% | -1.6% | +82.8% | +77.9% |
| 1Y | +98.3% | -2.1% | +100.4% | +95.0% |
| 3Y | +16.7% | +18.5% | -1.8% | +0.9% |
| All | -4.6% | -26.4% | +21.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling