+79.8%
F vs SUI
+115.7%
-35.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | 0.0% |
| 7D | +1.6% | +6.2% | -4.7% | -1.3% |
| 30D | +2.6% | +8.6% | -5.9% | -1.5% |
| 3M | -8.8% | +1.0% | -9.8% | -9.5% |
| 6M | +4.6% | -2.6% | +7.2% | +5.2% |
| YTD | -1.9% | -0.1% | -1.8% | -2.6% |
| 1Y | -0.8% | +0.5% | -1.2% | -1.9% |
| 3Y | +43.5% | +15.3% | +28.2% | +30.6% |
| 5Y | -12.1% | -26.1% | +14.1% | -2.4% |
| All | +79.8% | +115.7% | -35.9% | +53.8% |
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 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