-69.4%
CAPR vs SUI
+123.0%
-192.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -7.2% |
| 7D | +5.9% | -1.5% | +7.4% | +6.2% |
| 30D | +44.6% | +3.7% | +40.9% | +43.3% |
| 3M | +126.4% | -0.4% | +126.8% | +127.1% |
| 6M | -68.6% | -2.8% | -65.8% | -68.3% |
| YTD | -67.0% | -1.6% | -65.4% | -66.7% |
| 1Y | +65.2% | -2.1% | +67.2% | +66.5% |
| 3Y | +235.6% | +18.5% | +217.1% | +223.8% |
| 5Y | +175.4% | -26.5% | +202.0% | +184.6% |
| All | -69.4% | +123.0% | -192.3% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling