+1,586.4%
EXC vs SUI
+4,171.7%
-2,585.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.4% | +8.8% | -7.4% | -1.5% |
| 30D | +11.6% | +8.9% | +2.7% | +8.4% |
| 3M | +2.7% | +2.0% | +0.6% | +1.8% |
| 6M | +2.7% | -0.6% | +3.3% | +2.6% |
| YTD | +9.7% | +1.3% | +8.4% | +8.8% |
| 1Y | +4.5% | +1.3% | +3.3% | +3.6% |
| 3Y | +28.5% | +16.3% | +12.2% | +20.0% |
| 5Y | +43.9% | -25.1% | +69.0% | +53.1% |
| 10Y | +183.7% | +121.1% | +62.7% | +119.0% |
| All | +1,586.4% | +4,171.7% | -2,585.3% | +647.4% |
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