-57.0%
AUR vs SUI
-26.4%
-30.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.8% |
| 7D | -4.5% | -1.5% | -3.1% | -3.6% |
| 30D | -16.6% | +3.7% | -20.4% | -19.6% |
| 3M | -38.5% | -0.4% | -38.1% | -39.1% |
| 6M | -49.9% | -2.8% | -47.1% | -50.2% |
| YTD | +9.6% | -1.6% | +11.2% | +7.5% |
| 1Y | +1.2% | -2.1% | +3.3% | -0.6% |
| 3Y | +128.8% | +18.5% | +110.3% | +87.0% |
| All | -57.0% | -26.4% | -30.5% | -47.8% |
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