+2,245.4%
DTE vs SUI
+4,038.8%
-1,793.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.6% | -2.4% | +4.0% | +2.4% |
| 30D | +9.1% | +3.3% | +5.8% | +7.8% |
| 3M | +2.4% | +0.7% | +1.7% | +2.0% |
| 6M | -0.2% | -4.1% | +3.9% | +0.8% |
| YTD | +11.0% | -1.8% | +12.8% | +11.1% |
| 1Y | +3.4% | -4.1% | +7.4% | +4.2% |
| 3Y | +57.1% | +17.4% | +39.7% | +47.1% |
| 5Y | +46.6% | -27.0% | +73.6% | +56.9% |
| 10Y | +151.3% | +121.2% | +30.1% | +97.2% |
| All | +2,245.4% | +4,038.8% | -1,793.3% | +958.6% |
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