+214.7%
CAPR vs SUI
+15.1%
+199.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.1% | +5.2% |
| 7D | +41.1% | +6.2% | +34.9% | +37.9% |
| 30D | +11.1% | +8.6% | +2.5% | +7.5% |
| 3M | +115.3% | +1.0% | +114.3% | +115.0% |
| 6M | -73.8% | -2.6% | -71.2% | -73.5% |
| YTD | -68.8% | -0.1% | -68.7% | -68.6% |
| 1Y | +43.3% | +0.5% | +42.8% | +44.2% |
| 3Y | +214.7% | +15.3% | +199.4% | +197.4% |
| All | +214.7% | +15.1% | +199.5% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling