+355.7%
SU vs STT
+153.4%
+202.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | -1.4% | +3.0% | +2.1% |
| 30D | +9.6% | +2.2% | +7.4% | +8.7% |
| 3M | +11.7% | +18.8% | -7.1% | +4.9% |
| 6M | +21.9% | +57.9% | -36.0% | +2.9% |
| YTD | +58.6% | +51.0% | +7.6% | +35.5% |
| 1Y | +66.5% | +77.1% | -10.6% | +33.2% |
| 3Y | +121.4% | +199.8% | -78.4% | +40.3% |
| 5Y | +355.7% | +156.0% | +199.8% | +173.6% |
| All | +355.7% | +153.4% | +202.3% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling