+1,086.5%
DIA vs SUI
+1,804.6%
-718.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | -1.6% | +8.8% | -10.4% | -4.3% |
| 30D | 0.0% | +8.9% | -9.0% | -3.0% |
| 3M | -4.9% | +2.0% | -7.0% | -5.8% |
| 6M | +5.0% | -0.6% | +5.7% | +4.7% |
| YTD | +8.2% | +1.3% | +6.9% | +6.9% |
| 1Y | +10.3% | +1.3% | +9.0% | +9.0% |
| 3Y | +58.4% | +16.3% | +42.1% | +46.7% |
| 5Y | +54.3% | -25.1% | +79.4% | +63.1% |
| 10Y | +248.6% | +121.1% | +127.5% | +149.2% |
| All | +1,086.5% | +1,804.6% | -718.1% | +267.6% |
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