-12.0%
A vs SUI
-32.0%
+19.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.9% | -2.8% | +0.9% | -0.7% |
| 30D | +6.9% | -1.2% | +8.1% | +7.3% |
| 3M | +9.2% | -1.7% | +11.0% | +9.7% |
| 6M | +25.7% | -10.5% | +36.2% | +31.4% |
| YTD | +11.5% | -1.8% | +13.4% | +11.5% |
| 1Y | +18.4% | -4.1% | +22.4% | +19.5% |
| 3Y | +26.6% | +11.3% | +15.4% | +16.1% |
| All | -12.0% | -32.0% | +19.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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