+125.7%
SU vs STT
+195.2%
-69.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +10.7% | +2.8% | +7.9% | +9.9% |
| 3M | +13.5% | +18.1% | -4.6% | +8.6% |
| 6M | +21.8% | +59.2% | -37.4% | +6.8% |
| YTD | +58.8% | +51.5% | +7.4% | +40.8% |
| 1Y | +72.0% | +75.7% | -3.6% | +44.2% |
| All | +125.7% | +195.2% | -69.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling