+45.9%
CSCO vs SUI
+1.6%
+44.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | +2.1% |
| 7D | -6.1% | +10.0% | -16.1% | -3.3% |
| 30D | -8.2% | +8.4% | -16.6% | -5.8% |
| 3M | -14.6% | +0.7% | -15.2% | -14.1% |
| 6M | +12.7% | -0.9% | +13.6% | +13.6% |
| YTD | +37.0% | +0.6% | +36.3% | +40.0% |
| 1Y | +45.9% | +0.8% | +45.2% | +49.2% |
| All | +45.9% | +1.6% | +44.3% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling