-10.8%
DOW vs SUI
+30.0%
-40.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | -2.8% | +0.4% | -1.2% |
| 30D | +0.4% | -1.2% | +1.6% | +0.7% |
| 3M | -14.4% | -1.7% | -12.7% | -14.0% |
| 6M | -7.0% | -10.5% | +3.5% | -3.2% |
| YTD | +30.2% | -1.8% | +32.0% | +30.0% |
| 1Y | +29.2% | -4.1% | +33.3% | +30.1% |
| 3Y | -36.7% | +11.3% | -48.0% | -41.4% |
| 5Y | -37.7% | -32.1% | -5.6% | -28.8% |
| All | -10.8% | +30.0% | -40.8% | -5.4% |
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