+12.5%
A vs SUI
-26.3%
+38.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.3% |
| 7D | -0.1% | +6.2% | -6.3% | -2.6% |
| 30D | +3.4% | +8.6% | -5.2% | -0.5% |
| 3M | +23.8% | +1.0% | +22.8% | +22.7% |
| 6M | +49.0% | -2.6% | +51.6% | +49.5% |
| YTD | +29.4% | -0.1% | +29.5% | +27.9% |
| 1Y | +19.4% | +0.5% | +18.9% | +17.7% |
| 3Y | +66.2% | +15.3% | +50.9% | +49.3% |
| All | +12.5% | -26.3% | +38.8% | +32.4% |
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