+284.1%
CME vs SUI
+110.1%
+174.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -1.6% | -2.8% | +1.3% | -0.5% |
| 30D | +6.2% | -1.2% | +7.4% | +6.6% |
| 3M | +10.4% | -1.7% | +12.2% | +11.0% |
| 6M | -9.5% | -10.5% | +0.9% | -5.9% |
| YTD | +6.0% | -1.8% | +7.9% | +6.3% |
| 1Y | +9.3% | -4.1% | +13.4% | +10.4% |
| 3Y | +57.7% | +11.3% | +46.4% | +45.5% |
| 5Y | +77.7% | -32.1% | +109.8% | +102.8% |
| All | +284.1% | +110.1% | +174.0% | +241.3% |
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