+105.8%
STT vs SUI
-25.9%
+131.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +1.1% | +3.4% | -2.3% | -0.1% |
| 30D | -1.9% | +4.6% | -6.5% | -3.8% |
| 3M | -7.6% | +1.6% | -9.2% | -8.5% |
| 6M | +16.0% | -3.5% | +19.4% | +16.5% |
| YTD | +36.2% | -1.0% | +37.2% | +35.0% |
| 1Y | +46.8% | -1.7% | +48.5% | +45.9% |
| 3Y | +177.8% | +18.4% | +159.4% | +146.9% |
| 5Y | +105.8% | -26.3% | +132.2% | +128.9% |
| All | +105.8% | -25.9% | +131.8% | +128.9% |
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