+1,129.1%
DIA vs SUI
+1,744.8%
-615.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -2.8% | +2.6% | +0.8% |
| 30D | -1.5% | -1.2% | -0.4% | -1.2% |
| 3M | +3.8% | -1.7% | +5.5% | +4.0% |
| 6M | +10.3% | -10.5% | +20.7% | +14.0% |
| YTD | +12.1% | -1.8% | +13.9% | +12.2% |
| 1Y | +18.6% | -4.1% | +22.7% | +19.5% |
| 3Y | +60.6% | +11.3% | +49.4% | +51.0% |
| 5Y | +64.4% | -32.1% | +96.5% | +79.8% |
| 10Y | +250.1% | +110.4% | +139.7% | +154.6% |
| All | +1,129.1% | +1,744.8% | -615.7% | +285.6% |
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