+13,667.6%
COST vs SUI
+4,037.5%
+9,630.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.1% | -2.8% | -0.3% | -2.3% |
| 30D | -2.8% | -1.2% | -1.6% | -2.5% |
| 3M | -5.7% | -1.7% | -3.9% | -5.3% |
| 6M | -8.8% | -10.5% | +1.7% | -6.0% |
| YTD | +6.7% | -1.8% | +8.5% | +6.9% |
| 1Y | -3.6% | -4.1% | +0.4% | -2.9% |
| 3Y | +75.1% | +11.3% | +63.8% | +65.9% |
| 5Y | +108.9% | -32.1% | +141.0% | +126.2% |
| 10Y | +586.2% | +110.4% | +475.7% | +413.2% |
| All | +13,667.6% | +4,037.5% | +9,630.0% | +5,174.4% |
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 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