+2,981.6%
STT vs SUI
+4,171.7%
-1,190.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -5.1% |
| 7D | -4.9% | +8.8% | -13.7% | -9.2% |
| 30D | -6.0% | +8.9% | -14.9% | -10.6% |
| 3M | -11.7% | +2.0% | -13.7% | -13.3% |
| 6M | +11.7% | -0.6% | +12.3% | +10.5% |
| YTD | +30.4% | +1.3% | +29.1% | +27.1% |
| 1Y | +43.9% | +1.3% | +42.7% | +40.2% |
| 3Y | +165.4% | +16.3% | +149.1% | +132.9% |
| 5Y | +101.0% | -25.1% | +126.1% | +119.7% |
| 10Y | +210.7% | +121.1% | +89.6% | +71.7% |
| All | +2,981.6% | +4,171.7% | -1,190.2% | +378.6% |
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