+556.9%
A vs SUI
+1,776.0%
-1,219.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -5.2% | +8.8% | -13.9% | -8.7% |
| 30D | +1.4% | +8.9% | -7.5% | -2.7% |
| 3M | +21.9% | +2.0% | +19.9% | +20.1% |
| 6M | +46.7% | -0.6% | +47.3% | +45.7% |
| YTD | +27.2% | +1.3% | +25.8% | +24.9% |
| 1Y | +17.9% | +1.3% | +16.7% | +15.8% |
| 3Y | +61.1% | +16.3% | +44.8% | +46.0% |
| 5Y | +13.8% | -25.1% | +38.9% | +23.6% |
| 10Y | +318.8% | +121.1% | +197.8% | +163.2% |
| All | +556.9% | +1,776.0% | -1,219.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling