+98.5%
DD vs SUI
+118.5%
-20.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +9.8% | +3.0% | +6.8% | +8.4% |
| 30D | +19.3% | +5.6% | +13.8% | +16.4% |
| 3M | +9.4% | +0.9% | +8.5% | +8.5% |
| 6M | +4.8% | -2.6% | +7.4% | +5.0% |
| YTD | +30.2% | -0.1% | +30.3% | +29.0% |
| 1Y | +32.2% | -1.4% | +33.6% | +31.6% |
| 3Y | +93.1% | +19.8% | +73.3% | +74.8% |
| 5Y | +68.0% | -25.8% | +93.8% | +82.2% |
| 10Y | +98.5% | +118.1% | -19.6% | +65.2% |
| All | +98.5% | +118.5% | -20.1% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling