+948.2%
ALM vs SUI
-32.0%
+980.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.6% | -2.8% | +0.2% | -2.0% |
| 30D | +32.0% | -1.2% | +33.2% | +32.3% |
| 3M | -15.0% | -1.7% | -13.3% | -15.2% |
| 6M | -10.1% | -10.5% | +0.3% | -8.2% |
| YTD | +99.4% | -1.8% | +101.3% | +99.0% |
| 1Y | +316.4% | -4.1% | +320.4% | +317.3% |
| 3Y | +2,022.0% | +11.3% | +2,010.7% | +1,941.1% |
| All | +948.2% | -32.0% | +980.2% | +947.5% |
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