+2,987.7%
STT vs SUI
+4,109.4%
-1,121.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | -2.5% | +6.2% | -8.7% | -5.7% |
| 30D | -5.0% | +8.6% | -13.5% | -9.5% |
| 3M | -10.5% | +1.0% | -11.5% | -11.6% |
| 6M | +10.0% | -2.6% | +12.6% | +10.0% |
| YTD | +30.7% | -0.1% | +30.8% | +28.3% |
| 1Y | +43.8% | +0.5% | +43.3% | +40.6% |
| 3Y | +168.1% | +15.3% | +152.8% | +136.2% |
| 5Y | +101.4% | -26.1% | +127.5% | +121.8% |
| 10Y | +211.3% | +117.8% | +93.5% | +73.4% |
| All | +2,987.7% | +4,109.4% | -1,121.7% | +383.3% |
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