+92.7%
DD vs SUI
+17.8%
+74.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +2.2% | +3.4% | -1.2% | +1.0% |
| 30D | +20.7% | +4.6% | +16.1% | +18.5% |
| 3M | +11.3% | +1.6% | +9.7% | +10.3% |
| 6M | +6.0% | -3.5% | +9.4% | +6.6% |
| YTD | +31.7% | -1.0% | +32.7% | +31.1% |
| 1Y | +32.2% | -1.7% | +34.0% | +32.0% |
| 3Y | +92.7% | +18.4% | +74.3% | +74.4% |
| All | +92.7% | +17.8% | +74.9% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling