+4,415.1%
DVA vs SUI
+2,765.8%
+1,649.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.8% | -2.8% | +4.7% | +2.6% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | -4.3% | -1.7% | -2.5% | -3.8% |
| 6M | +18.9% | -10.5% | +29.3% | +22.3% |
| YTD | +61.9% | -1.8% | +63.8% | +62.4% |
| 1Y | +35.7% | -4.1% | +39.8% | +36.8% |
| 3Y | +78.6% | +11.3% | +67.4% | +71.4% |
| 5Y | +39.2% | -32.1% | +71.3% | +50.1% |
| 10Y | +184.0% | +110.4% | +73.6% | +122.1% |
| All | +4,415.1% | +2,765.8% | +1,649.2% | +1,677.0% |
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