+125.8%
B vs SUI
+4,171.7%
-4,045.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.3% | +8.8% | -4.4% | +3.0% |
| 30D | -0.9% | +8.9% | -9.9% | -2.4% |
| 3M | -1.4% | +2.0% | -3.4% | -1.7% |
| 6M | +5.0% | -0.6% | +5.7% | +4.9% |
| YTD | -5.8% | +1.3% | -7.2% | -6.3% |
| 1Y | +25.6% | +1.3% | +24.3% | +25.0% |
| 3Y | +161.6% | +16.3% | +145.3% | +153.6% |
| 5Y | +135.2% | -25.1% | +160.3% | +141.4% |
| 10Y | +170.7% | +121.1% | +49.7% | +136.7% |
| All | +125.8% | +4,171.7% | -4,045.9% | +51.8% |
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 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