+98.1%
AGG vs SUI
+1,079.1%
-981.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.2% | +6.2% | -6.0% | +0.1% |
| 30D | +2.4% | +8.6% | -6.2% | +2.2% |
| 3M | -0.2% | +1.0% | -1.2% | -0.2% |
| 6M | -1.0% | -2.6% | +1.6% | -1.0% |
| YTD | -0.4% | -0.1% | -0.2% | -0.4% |
| 1Y | -0.1% | +0.5% | -0.5% | -0.1% |
| 3Y | +15.3% | +15.3% | 0.0% | +15.0% |
| 5Y | -1.3% | -26.1% | +24.8% | -1.4% |
| 10Y | +15.4% | +117.8% | -102.4% | +15.4% |
| All | +98.1% | +1,079.1% | -981.0% | +100.9% |
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