+235.7%
DIA vs SUI
+123.0%
+112.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.1% | -1.5% | +3.6% | +2.6% |
| 30D | +1.5% | +3.7% | -2.3% | +0.1% |
| 3M | -2.4% | -0.4% | -2.0% | -2.6% |
| 6M | +6.0% | -2.8% | +8.7% | +6.3% |
| YTD | +10.1% | -1.6% | +11.7% | +9.8% |
| 1Y | +11.8% | -2.1% | +13.9% | +11.7% |
| 3Y | +59.7% | +18.5% | +41.2% | +45.9% |
| 5Y | +57.9% | -26.5% | +84.4% | +70.2% |
| All | +235.7% | +123.0% | +112.7% | +169.3% |
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