-11.8%
ABT vs SUI
-3.0%
-8.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | -5.4% | -2.4% | -2.9% | -4.3% |
| 30D | +8.0% | +3.3% | +4.7% | +6.4% |
| 3M | +0.2% | +0.7% | -0.5% | -0.4% |
| 6M | +34.1% | -4.1% | +38.3% | +34.6% |
| YTD | -10.6% | -1.8% | -8.8% | -11.3% |
| 1Y | -11.8% | -4.1% | -7.8% | -11.1% |
| All | -11.8% | -3.0% | -8.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling