-74.9%
CAPR vs SUI
+110.1%
-185.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.4% |
| 30D | +139.2% | -1.2% | +140.4% | +140.4% |
| 3M | -66.4% | -1.7% | -64.6% | -66.1% |
| 6M | -63.1% | -10.5% | -52.7% | -62.2% |
| YTD | -67.4% | -1.8% | -65.6% | -67.2% |
| 1Y | +58.2% | -4.1% | +62.3% | +60.1% |
| 3Y | +42.2% | +11.3% | +31.0% | +38.8% |
| 5Y | +87.3% | -32.1% | +119.4% | +95.6% |
| All | -74.9% | +110.1% | -185.0% | -74.1% |
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