+265.2%
SU vs STT
+271.9%
-6.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | +8.4% | +1.7% | +6.7% | +7.2% |
| 3M | +12.1% | +17.9% | -5.8% | +2.1% |
| 6M | +19.7% | +55.3% | -35.6% | -6.8% |
| YTD | +58.4% | +52.7% | +5.8% | +23.7% |
| 1Y | +67.2% | +75.7% | -8.4% | +20.1% |
| 3Y | +125.0% | +197.9% | -72.9% | +16.1% |
| 5Y | +355.1% | +158.8% | +196.3% | +138.7% |
| All | +265.2% | +271.9% | -6.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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