+371.7%
EXEL vs SUI
+1,648.0%
-1,276.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +2.1% |
| 7D | +0.3% | +6.2% | -6.0% | -3.2% |
| 30D | +19.0% | +8.6% | +10.5% | +13.2% |
| 3M | +33.3% | +1.0% | +32.3% | +31.8% |
| 6M | +42.9% | -2.6% | +45.5% | +43.6% |
| YTD | +58.7% | -0.1% | +58.9% | +56.4% |
| 1Y | +70.5% | +0.5% | +70.0% | +67.5% |
| 3Y | +233.8% | +15.3% | +218.6% | +191.2% |
| 5Y | +259.3% | -26.1% | +285.5% | +291.6% |
| 10Y | +484.1% | +117.8% | +366.3% | +175.7% |
| All | +371.7% | +1,648.0% | -1,276.3% | -59.8% |
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