+53.3%
DIA vs SUI
-26.3%
+79.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.9% | +6.2% | -7.2% | -2.5% |
| 30D | +0.3% | +8.6% | -8.3% | -2.0% |
| 3M | -4.5% | +1.0% | -5.5% | -4.9% |
| 6M | +3.4% | -2.6% | +5.9% | +3.6% |
| YTD | +7.8% | -0.1% | +7.9% | +7.2% |
| 1Y | +10.7% | +0.5% | +10.3% | +9.9% |
| 3Y | +57.5% | +15.3% | +42.3% | +47.6% |
| All | +53.3% | -26.3% | +79.6% | +66.9% |
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