-25.6%
COMP vs SUI
-25.7%
+0.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.7% | -8.9% | -8.9% |
| 7D | -1.8% | +8.8% | -10.6% | -10.2% |
| 30D | -0.8% | +8.9% | -9.7% | -9.8% |
| 3M | -28.1% | +2.0% | -30.2% | -29.9% |
| 6M | +27.0% | -0.6% | +27.6% | +25.9% |
| YTD | -12.8% | +1.3% | -14.1% | -16.0% |
| 1Y | +4.9% | +1.3% | +3.6% | +0.9% |
| 3Y | +321.0% | +16.3% | +304.7% | +208.1% |
| 5Y | -25.6% | -25.1% | -0.5% | -4.7% |
| All | -25.6% | -25.7% | +0.1% | -4.7% |
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