+31.6%
FDS vs SUI
+1.6%
+30.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | -0.1% |
| 7D | +9.4% | +10.0% | -0.6% | +3.6% |
| 30D | +23.8% | +8.4% | +15.4% | +18.1% |
| 3M | +25.1% | +0.7% | +24.5% | +23.7% |
| 6M | +53.8% | -0.9% | +54.7% | +52.3% |
| YTD | +19.6% | +0.6% | +18.9% | +17.9% |
| 1Y | +31.6% | +0.8% | +30.9% | +30.1% |
| All | +31.6% | +1.6% | +30.0% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling