+83.2%
ES vs SUI
+110.1%
-26.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.7% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | +1.7% | -1.7% | +3.4% | +2.3% |
| 6M | -3.5% | -10.5% | +6.9% | +1.4% |
| YTD | +7.9% | -1.8% | +9.7% | +8.3% |
| 1Y | +17.2% | -4.1% | +21.2% | +18.7% |
| 3Y | +29.3% | +11.3% | +18.1% | +19.7% |
| 5Y | -5.7% | -32.1% | +26.4% | +9.2% |
| All | +83.2% | +110.1% | -26.8% | +12.9% |
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