-15.7%
STM vs SUI
-26.3%
+10.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.9% |
| 7D | -10.7% | +6.2% | -17.0% | -12.8% |
| 30D | -25.7% | +8.6% | -34.3% | -28.4% |
| 3M | -21.6% | +1.0% | -22.6% | -22.5% |
| 6M | -27.8% | -2.6% | -25.2% | -28.4% |
| YTD | +61.8% | -0.1% | +61.9% | +58.0% |
| 1Y | +78.1% | +0.5% | +77.6% | +73.4% |
| 3Y | +4.9% | +15.3% | -10.4% | -7.6% |
| All | -15.7% | -26.3% | +10.6% | -5.8% |
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