+3,523.0%
STT vs SUI
+4,037.5%
-514.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | -2.8% | +3.3% | +2.0% |
| 30D | +3.9% | -1.2% | +5.0% | +4.4% |
| 3M | +20.0% | -1.7% | +21.7% | +20.3% |
| 6M | +55.3% | -10.5% | +65.8% | +63.3% |
| YTD | +53.3% | -1.8% | +55.2% | +52.9% |
| 1Y | +74.7% | -4.1% | +78.8% | +75.8% |
| 3Y | +205.8% | +11.3% | +194.6% | +175.7% |
| 5Y | +145.0% | -32.1% | +177.1% | +184.0% |
| 10Y | +266.0% | +110.4% | +155.6% | +108.4% |
| All | +3,523.0% | +4,037.5% | -514.5% | +475.9% |
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 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