-60.3%
ALM vs SUI
-0.2%
-60.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.2% | -9.3% |
| 7D | -14.5% | +8.8% | -23.3% | -11.2% |
| 30D | -39.0% | +8.9% | -48.0% | -36.8% |
| 3M | -40.3% | +2.0% | -42.3% | -41.1% |
| 6M | -60.3% | -0.6% | -59.7% | -59.8% |
| All | -60.3% | -0.2% | -60.2% | -59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling