-50.2%
COMP vs SUI
-3.3%
-46.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.2% | +2.6% | +2.4% |
| 7D | +9.5% | +10.0% | -0.6% | -0.7% |
| 30D | +8.1% | +8.4% | -0.3% | -0.9% |
| 3M | -16.3% | +0.7% | -17.0% | -17.1% |
| 6M | +42.2% | -0.9% | +43.1% | +41.6% |
| YTD | -5.0% | +0.6% | -5.7% | -7.6% |
| 1Y | +20.1% | +0.8% | +19.3% | +16.4% |
| 3Y | +358.4% | +15.5% | +343.0% | +246.0% |
| 5Y | -21.9% | -25.9% | +3.9% | -2.5% |
| All | -50.2% | -3.3% | -46.8% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling