+1,191.4%
DD vs SUI
+4,008.3%
-2,816.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | +6.7% | -3.8% | +10.6% | +8.6% |
| 30D | +19.4% | +3.9% | +15.5% | +16.9% |
| 3M | +7.6% | +0.2% | +7.4% | +6.9% |
| 6M | +2.9% | -4.2% | +7.1% | +3.7% |
| YTD | +29.9% | -2.5% | +32.4% | +29.8% |
| 1Y | +28.6% | -4.0% | +32.7% | +29.4% |
| 3Y | +90.0% | +16.5% | +73.5% | +72.2% |
| 5Y | +68.1% | -27.2% | +95.4% | +84.5% |
| 10Y | +98.7% | +119.6% | -20.8% | +24.9% |
| All | +1,191.4% | +4,008.3% | -2,816.9% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling