+61.0%
CSCO vs SUI
-8.4%
+69.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -2.1% |
| 7D | -1.1% | -4.1% | +3.0% | -2.1% |
| 30D | -10.8% | -3.2% | -7.6% | -11.4% |
| 3M | -9.2% | -8.4% | -0.8% | -10.4% |
| 6M | +39.5% | -14.4% | +53.9% | +37.8% |
| YTD | +41.5% | -5.5% | +47.1% | +40.8% |
| 1Y | +61.0% | -7.3% | +68.3% | +57.0% |
| All | +61.0% | -8.4% | +69.4% | +57.0% |
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