+1,727.7%
STM vs SUI
+3,799.9%
-2,072.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.7% | -13.1% | -12.7% |
| 7D | -20.1% | +8.8% | -28.9% | -23.4% |
| 30D | -32.0% | +8.9% | -40.9% | -35.2% |
| 3M | -24.2% | +2.0% | -26.2% | -25.7% |
| 6M | -29.9% | -0.6% | -29.3% | -31.4% |
| YTD | +54.9% | +1.3% | +53.5% | +49.6% |
| 1Y | +68.0% | +1.3% | +66.7% | +62.2% |
| 3Y | -0.1% | +16.3% | -16.4% | -11.6% |
| 5Y | -17.9% | -25.1% | +7.2% | -11.5% |
| 10Y | +392.2% | +121.1% | +271.2% | +205.7% |
| All | +1,727.7% | +3,799.9% | -2,072.3% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling