+21.0%
STM vs SUI
-32.0%
+52.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | -2.8% | +8.6% | +6.9% |
| 30D | -1.0% | -1.2% | +0.2% | -0.7% |
| 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% | +100.2% |
| 1Y | +99.6% | -4.1% | +103.7% | +99.5% |
| 3Y | +14.5% | +11.3% | +3.3% | +3.3% |
| All | +21.0% | -32.0% | +52.9% | +35.7% |
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