+74.2%
AR vs SUI
-26.3%
+100.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | -14.3% | +6.2% | -20.5% | -16.1% |
| 30D | +1.4% | +8.6% | -7.2% | -1.6% |
| 3M | +3.4% | +1.0% | +2.4% | +2.7% |
| 6M | -2.1% | -2.6% | +0.5% | -1.7% |
| YTD | +4.7% | -0.1% | +4.8% | +3.5% |
| 1Y | +10.6% | +0.5% | +10.1% | +9.1% |
| 3Y | +24.6% | +15.3% | +9.3% | +12.5% |
| All | +74.2% | -26.3% | +100.5% | +94.7% |
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