+43.8%
EXC vs SUI
-26.3%
+70.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -1.2% | +6.2% | -7.4% | -3.3% |
| 30D | +10.0% | +8.6% | +1.4% | +6.6% |
| 3M | +1.6% | +1.0% | +0.6% | +1.1% |
| 6M | +3.3% | -2.6% | +5.9% | +3.9% |
| YTD | +7.6% | -0.1% | +7.7% | +7.1% |
| 1Y | +3.5% | +0.5% | +3.0% | +2.8% |
| 3Y | +27.7% | +15.3% | +12.4% | +18.4% |
| All | +43.8% | -26.3% | +70.1% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling