-5.6%
ARM vs SUI
-1.8%
-3.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.2% | -10.4% | +1.7% |
| 7D | -18.7% | +10.0% | -28.7% | -6.8% |
| 30D | -36.7% | +8.4% | -45.1% | -27.8% |
| 3M | -31.6% | +0.7% | -32.3% | -29.8% |
| 6M | -5.6% | -0.9% | -4.7% | +2.7% |
| All | -5.6% | -1.8% | -3.8% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling