-11.4%
F vs SUI
-25.7%
+14.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | +1.4% | +8.8% | -7.4% | -2.9% |
| 30D | +2.0% | +8.9% | -6.9% | -2.7% |
| 3M | -10.4% | +2.0% | -12.4% | -11.6% |
| 6M | +9.7% | -0.6% | +10.4% | +9.3% |
| YTD | -1.2% | +1.3% | -2.5% | -2.8% |
| 1Y | 0.0% | +1.3% | -1.2% | -1.6% |
| 3Y | +41.1% | +16.3% | +24.8% | +24.7% |
| 5Y | -11.4% | -25.1% | +13.6% | +4.0% |
| All | -11.4% | -25.7% | +14.3% | +4.0% |
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