+476.0%
A vs SUI
+1,717.0%
-1,241.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | +9.2% | -1.7% | +11.0% | +9.7% |
| 6M | +25.7% | -10.5% | +36.2% | +31.3% |
| YTD | +11.5% | -1.8% | +13.4% | +11.6% |
| 1Y | +18.4% | -4.1% | +22.4% | +19.5% |
| 3Y | +26.6% | +11.3% | +15.4% | +17.3% |
| 5Y | -12.8% | -32.1% | +19.3% | -0.7% |
| 10Y | +247.2% | +110.4% | +136.7% | +123.7% |
| All | +476.0% | +1,717.0% | -1,241.0% | +15.8% |
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