+36.1%
ALNY vs SUI
-33.5%
+69.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | -3.5% | -4.3% | +0.8% | -1.5% |
| 30D | +18.9% | -2.1% | +21.0% | +20.1% |
| 3M | -13.3% | -6.1% | -7.2% | -10.5% |
| 6M | -20.3% | -12.8% | -7.5% | -15.0% |
| YTD | -35.1% | -4.6% | -30.5% | -33.7% |
| 1Y | -46.5% | -7.7% | -38.8% | -44.6% |
| 3Y | +28.1% | +10.9% | +17.1% | +20.2% |
| 5Y | +36.1% | -32.4% | +68.5% | +43.5% |
| All | +36.1% | -33.5% | +69.6% | +43.5% |
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