+130.6%
CAPR vs SUI
-25.7%
+156.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | +29.7% | +8.8% | +20.9% | +26.0% |
| 30D | +11.0% | +8.9% | +2.0% | +7.6% |
| 3M | +118.8% | +2.0% | +116.8% | +118.0% |
| 6M | -73.9% | -0.6% | -73.3% | -73.7% |
| YTD | -70.2% | +1.3% | -71.5% | -70.2% |
| 1Y | +38.3% | +1.3% | +37.0% | +38.4% |
| 3Y | +199.7% | +16.3% | +183.4% | +183.4% |
| 5Y | +130.6% | -25.1% | +155.6% | +143.3% |
| All | +130.6% | -25.7% | +156.2% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling