+875.8%
ES vs SUI
+4,142.3%
-3,266.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +0.5% |
| 7D | +5.3% | +10.0% | -4.7% | +2.3% |
| 30D | +8.9% | +8.4% | +0.5% | +6.2% |
| 3M | -1.9% | +0.7% | -2.6% | -2.3% |
| 6M | +3.9% | -0.9% | +4.8% | +4.0% |
| YTD | +8.3% | +0.6% | +7.6% | +7.7% |
| 1Y | -0.1% | +0.8% | -0.9% | -0.7% |
| 3Y | +46.0% | +15.5% | +30.5% | +38.5% |
| 5Y | +3.1% | -25.9% | +28.9% | +9.6% |
| 10Y | +88.4% | +119.5% | -31.1% | +50.6% |
| All | +875.8% | +4,142.3% | -3,266.6% | +365.9% |
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 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