+2,022.9%
ALM vs SUI
+115.7%
+1,907.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | -6.7% | +6.2% | -12.9% | -7.8% |
| 30D | -32.9% | +8.6% | -41.5% | -34.1% |
| 3M | -39.5% | +1.0% | -40.5% | -39.7% |
| 6M | -62.0% | -2.6% | -59.4% | -62.0% |
| YTD | -7.8% | -0.1% | -7.7% | -8.5% |
| 1Y | +26.7% | +0.5% | +26.2% | +25.6% |
| 3Y | +825.4% | +15.3% | +810.1% | +787.8% |
| 5Y | +401.2% | -26.1% | +427.4% | +413.8% |
| All | +2,022.9% | +115.7% | +1,907.1% | +1,438.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling