-1.4%
AGG vs SUI
-32.1%
+30.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.1% | -3.1% | +3.3% | +0.4% |
| 30D | -0.4% | -2.3% | +1.9% | -0.2% |
| 3M | -0.3% | -2.8% | +2.5% | -0.1% |
| 6M | -1.2% | -12.4% | +11.1% | -0.3% |
| YTD | -0.4% | -3.3% | +3.0% | -0.2% |
| 1Y | +0.4% | -5.8% | +6.2% | +0.7% |
| 3Y | +13.4% | +12.5% | +0.9% | +11.4% |
| 5Y | -1.4% | -32.9% | +31.4% | -1.1% |
| All | -1.4% | -32.1% | +30.7% | -1.1% |
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 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