+61.7%
DD vs SUI
-32.0%
+93.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.5% | -2.8% | -0.7% | -2.4% |
| 30D | -10.3% | -1.2% | -9.1% | -9.9% |
| 3M | -7.5% | -1.7% | -5.8% | -7.3% |
| 6M | -8.0% | -10.5% | +2.5% | -4.2% |
| YTD | +10.5% | -1.8% | +12.3% | +10.6% |
| 1Y | +38.3% | -4.1% | +42.4% | +39.5% |
| 3Y | +42.5% | +11.3% | +31.2% | +32.9% |
| All | +61.7% | -32.0% | +93.6% | +85.0% |
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