+334.9%
COMP vs SUI
+16.8%
+318.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.7% | -8.9% | -8.6% |
| 7D | -1.8% | +8.8% | -10.6% | -7.0% |
| 30D | -0.8% | +8.9% | -9.7% | -6.2% |
| 3M | -28.1% | +2.0% | -30.2% | -29.1% |
| 6M | +27.0% | -0.6% | +27.6% | +26.7% |
| YTD | -12.8% | +1.3% | -14.1% | -14.2% |
| 1Y | +4.9% | +1.3% | +3.6% | +3.1% |
| All | +334.9% | +16.8% | +318.1% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling