-30.1%
AR vs SUI
+347.9%
-377.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -11.7% | +8.8% | -20.5% | -14.1% |
| 30D | +1.8% | +8.9% | -7.1% | -1.1% |
| 3M | +6.0% | +2.0% | +3.9% | +4.9% |
| 6M | -7.0% | -0.6% | -6.4% | -7.3% |
| YTD | +5.6% | +1.3% | +4.2% | +4.1% |
| 1Y | +10.8% | +1.3% | +9.6% | +9.3% |
| 3Y | +19.3% | +16.3% | +3.0% | +10.4% |
| 5Y | +73.3% | -25.1% | +98.4% | +82.5% |
| 10Y | +47.6% | +121.1% | -73.5% | +25.1% |
| All | -30.1% | +347.9% | -377.9% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling