-29.9%
COMP vs SUI
-32.0%
+2.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.9% |
| 7D | +1.4% | -2.8% | +4.2% | +4.5% |
| 30D | -13.3% | -1.2% | -12.2% | -12.3% |
| 3M | +41.1% | -1.7% | +42.9% | +41.7% |
| 6M | +17.2% | -10.5% | +27.6% | +30.8% |
| YTD | +5.2% | -1.8% | +7.0% | +5.2% |
| 1Y | +18.9% | -4.1% | +23.0% | +21.6% |
| 3Y | +215.9% | +11.3% | +204.7% | +144.4% |
| All | -29.9% | -32.0% | +2.1% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling