-29.5%
DOW vs SUI
-26.3%
-3.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.4% |
| 7D | -9.5% | +6.2% | -15.7% | -11.3% |
| 30D | +13.1% | +8.6% | +4.5% | +9.9% |
| 3M | +4.8% | +1.0% | +3.8% | +4.2% |
| 6M | -16.7% | -2.6% | -14.1% | -16.3% |
| YTD | +38.9% | -0.1% | +39.0% | +37.5% |
| 1Y | +48.3% | +0.5% | +47.8% | +46.5% |
| 3Y | -24.4% | +15.3% | -39.6% | -29.5% |
| All | -29.5% | -26.3% | -3.2% | -26.5% |
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