+194.0%
STT vs SUI
+123.0%
+71.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | +4.8% | -1.5% | +6.2% | +5.4% |
| 30D | +3.9% | +3.7% | +0.2% | +2.1% |
| 3M | -8.2% | -0.4% | -7.8% | -8.5% |
| 6M | +15.6% | -2.8% | +18.4% | +15.7% |
| YTD | +37.6% | -1.6% | +39.2% | +36.7% |
| 1Y | +50.1% | -2.1% | +52.2% | +49.3% |
| 3Y | +183.1% | +18.5% | +164.6% | +153.2% |
| 5Y | +104.8% | -26.5% | +131.4% | +123.4% |
| All | +194.0% | +123.0% | +71.0% | +180.1% |
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