+303.4%
CME vs SUI
+123.0%
+180.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | +3.9% | -1.5% | +5.4% | +4.5% |
| 30D | +11.3% | +3.7% | +7.6% | +9.7% |
| 3M | +19.6% | -0.4% | +19.9% | +19.5% |
| 6M | +8.1% | -2.8% | +10.8% | +9.0% |
| YTD | +20.4% | -1.6% | +22.0% | +20.5% |
| 1Y | +16.5% | -2.1% | +18.5% | +16.7% |
| 3Y | +66.4% | +18.5% | +48.0% | +49.5% |
| 5Y | +74.5% | -26.5% | +101.0% | +91.7% |
| All | +303.4% | +123.0% | +180.4% | +236.9% |
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