+182.5%
FANG vs SUI
+102.6%
+79.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.6% |
| 7D | +1.2% | -4.1% | +5.3% | +2.3% |
| 30D | +2.4% | -3.2% | +5.5% | +3.1% |
| 3M | +5.1% | -8.4% | +13.5% | +7.2% |
| 6M | +16.4% | -14.4% | +30.8% | +20.6% |
| YTD | +39.0% | -5.5% | +44.5% | +40.1% |
| 1Y | +50.6% | -7.3% | +58.0% | +52.5% |
| 3Y | +46.9% | +9.9% | +37.0% | +39.4% |
| 5Y | +238.2% | -31.6% | +269.8% | +265.4% |
| All | +182.5% | +102.6% | +79.9% | +215.1% |
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