-49.3%
COMP vs SUI
-4.1%
-45.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +12.2% |
| 7D | +13.4% | +6.2% | +7.2% | +6.5% |
| 30D | +11.1% | +8.6% | +2.5% | +1.5% |
| 3M | -18.8% | +1.0% | -19.8% | -20.1% |
| 6M | +10.5% | -2.6% | +13.1% | +11.6% |
| YTD | -3.4% | -0.1% | -3.3% | -5.5% |
| 1Y | +19.7% | +0.5% | +19.2% | +16.1% |
| 3Y | +381.6% | +15.3% | +366.4% | +262.5% |
| 5Y | -17.6% | -26.1% | +8.5% | +3.4% |
| All | -49.3% | -4.1% | -45.2% | -45.2% |
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