+113.3%
CSCO vs SUI
-32.0%
+145.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | -2.8% | +2.2% | -0.1% |
| 30D | -10.1% | -1.2% | -8.9% | -10.0% |
| 3M | -15.7% | -1.7% | -13.9% | -15.7% |
| 6M | +36.3% | -10.5% | +46.7% | +39.2% |
| YTD | +43.8% | -1.8% | +45.7% | +43.5% |
| 1Y | +63.9% | -4.1% | +68.0% | +64.2% |
| 3Y | +104.4% | +11.3% | +93.1% | +93.0% |
| All | +113.3% | -32.0% | +145.3% | +134.9% |
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