+98.3%
CSCO vs SUI
-26.5%
+124.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -4.7% | +3.4% | -8.1% | -5.3% |
| 30D | -17.1% | +4.6% | -21.7% | -17.9% |
| 3M | -19.6% | +1.6% | -21.2% | -20.0% |
| 6M | +2.4% | -3.5% | +5.9% | +2.7% |
| YTD | +29.8% | -1.0% | +30.8% | +29.1% |
| 1Y | +38.7% | -1.7% | +40.4% | +38.1% |
| 3Y | +101.3% | +18.4% | +83.0% | +86.3% |
| All | +98.3% | -26.5% | +124.8% | +116.1% |
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