+61,246.3%
SU vs STT
+7,372.9%
+53,873.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.6% | +0.5% | +3.1% | +3.2% |
| 30D | +7.9% | +3.9% | +4.0% | +5.7% |
| 3M | +3.5% | +20.0% | -16.5% | -6.0% |
| 6M | +19.0% | +55.3% | -36.4% | -5.9% |
| YTD | +55.0% | +53.3% | +1.6% | +22.7% |
| 1Y | +71.2% | +74.7% | -3.5% | +26.2% |
| 3Y | +117.4% | +205.8% | -88.4% | +18.0% |
| 5Y | +335.2% | +145.0% | +190.2% | +152.0% |
| 10Y | +248.7% | +266.0% | -17.3% | +60.1% |
| All | +61,246.3% | +7,372.9% | +53,873.3% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling