+16.0%
D vs SUI
-3.0%
+19.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | +9.0% | +3.3% | +5.6% | +7.5% |
| 3M | +1.0% | +0.7% | +0.3% | +0.3% |
| 6M | +11.0% | -4.1% | +15.1% | +11.9% |
| YTD | +19.8% | -1.8% | +21.6% | +19.9% |
| 1Y | +16.0% | -4.1% | +20.0% | +16.3% |
| All | +16.0% | -3.0% | +19.0% | +16.3% |
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