+68.6%
DD vs SUI
-27.1%
+95.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.2% | -2.4% | +5.7% | +4.1% |
| 30D | +20.3% | +3.3% | +16.9% | +18.4% |
| 3M | +8.2% | +0.7% | +7.5% | +7.4% |
| 6M | +3.4% | -4.1% | +7.5% | +4.3% |
| YTD | +30.6% | -1.8% | +32.4% | +30.3% |
| 1Y | +30.6% | -4.1% | +34.7% | +31.5% |
| 3Y | +91.1% | +17.4% | +73.7% | +73.7% |
| 5Y | +68.6% | -27.0% | +95.6% | +90.0% |
| All | +68.6% | -27.1% | +95.7% | +90.0% |
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