+14.0%
D vs SUI
-25.7%
+39.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +6.9% | +8.8% | -1.8% | +3.3% |
| 30D | +12.3% | +8.9% | +3.4% | +8.3% |
| 3M | +3.0% | +2.0% | +1.0% | +2.0% |
| 6M | +12.8% | -0.6% | +13.4% | +12.7% |
| YTD | +22.6% | +1.3% | +21.2% | +21.2% |
| 1Y | +21.7% | +1.3% | +20.4% | +20.3% |
| 3Y | +83.9% | +16.3% | +67.6% | +69.7% |
| 5Y | +14.0% | -25.1% | +39.0% | +19.5% |
| All | +14.0% | -25.7% | +39.6% | +19.5% |
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