-66.2%
CAPR vs SUI
+115.7%
-181.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.0% |
| 7D | +41.1% | +6.2% | +34.9% | +39.2% |
| 30D | +11.1% | +8.6% | +2.5% | +9.0% |
| 3M | +115.3% | +1.0% | +114.3% | +115.4% |
| 6M | -73.8% | -2.6% | -71.2% | -73.6% |
| YTD | -68.8% | -0.1% | -68.7% | -68.7% |
| 1Y | +43.3% | +0.5% | +42.8% | +43.7% |
| 3Y | +214.7% | +15.3% | +199.4% | +204.8% |
| 5Y | +141.3% | -26.1% | +167.4% | +149.2% |
| All | -66.2% | +115.7% | -181.9% | -66.0% |
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