-8.3%
ALNY vs SUI
-27.8%
+19.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | 0.0% | -3.8% | +3.8% | +1.7% |
| 30D | -30.0% | +3.9% | -34.0% | -31.7% |
| 3M | -30.1% | +0.2% | -30.3% | -30.5% |
| 6M | -46.4% | -4.2% | -42.2% | -45.4% |
| YTD | -60.6% | -2.5% | -58.1% | -60.3% |
| 1Y | -65.4% | -4.0% | -61.4% | -64.9% |
| 3Y | -3.2% | +16.5% | -19.8% | -11.7% |
| 5Y | -8.3% | -27.2% | +18.9% | +0.9% |
| All | -8.3% | -27.8% | +19.5% | +0.9% |
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 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