+117.1%
AMAT vs SUI
-25.7%
+142.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.7% | -14.3% | -13.7% |
| 7D | -24.3% | +8.8% | -33.1% | -25.3% |
| 30D | -39.8% | +8.9% | -48.7% | -40.8% |
| 3M | -40.2% | +2.0% | -42.2% | -40.5% |
| 6M | -22.1% | -0.6% | -21.5% | -22.7% |
| YTD | +24.7% | +1.3% | +23.3% | +22.8% |
| 1Y | +33.3% | +1.3% | +32.0% | +31.2% |
| 3Y | +133.9% | +16.3% | +117.6% | +108.4% |
| 5Y | +117.1% | -25.1% | +142.1% | +153.5% |
| All | +117.1% | -25.7% | +142.7% | +153.5% |
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