+328.9%
CME vs SUI
+115.7%
+213.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | +0.9% | +6.2% | -5.3% | -1.4% |
| 30D | +13.2% | +8.6% | +4.6% | +9.6% |
| 3M | +16.3% | +1.0% | +15.3% | +15.6% |
| 6M | +7.1% | -2.6% | +9.7% | +8.0% |
| YTD | +15.8% | -0.1% | +16.0% | +15.3% |
| 1Y | +17.1% | +0.5% | +16.6% | +16.2% |
| 3Y | +63.2% | +15.3% | +47.9% | +48.7% |
| 5Y | +70.2% | -26.1% | +96.4% | +86.7% |
| All | +328.9% | +115.7% | +213.1% | +288.3% |
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 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