-4.9%
DOW vs SUI
+32.2%
-37.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.2% |
| 7D | -9.5% | +6.2% | -15.7% | -11.9% |
| 30D | +13.1% | +8.6% | +4.5% | +8.9% |
| 3M | +4.8% | +1.0% | +3.8% | +3.9% |
| 6M | -16.7% | -2.6% | -14.1% | -16.4% |
| YTD | +38.9% | -0.1% | +39.0% | +37.1% |
| 1Y | +48.3% | +0.5% | +47.8% | +46.0% |
| 3Y | -24.4% | +15.3% | -39.6% | -31.1% |
| 5Y | -29.2% | -26.1% | -3.1% | -22.6% |
| All | -4.9% | +32.2% | -37.1% | -0.2% |
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