+238.8%
SU vs STT
+198.3%
+40.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +1.7% | +4.8% | -3.0% | -0.8% |
| 30D | -7.9% | +3.9% | -11.8% | -9.9% |
| 3M | +7.5% | -8.2% | +15.7% | +11.7% |
| 6M | +7.2% | +15.6% | -8.4% | -2.0% |
| YTD | +60.9% | +37.6% | +23.3% | +32.0% |
| 1Y | +63.6% | +50.1% | +13.5% | +27.6% |
| 3Y | +128.9% | +183.1% | -54.2% | +20.3% |
| 5Y | +228.3% | +104.8% | +123.4% | +96.9% |
| All | +238.8% | +198.3% | +40.6% | +42.3% |
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