-16.8%
FDS vs SUI
-2.0%
-14.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -1.9% | -2.8% | +0.9% | -0.5% |
| 30D | +9.0% | -1.2% | +10.2% | +9.4% |
| 3M | +18.9% | -1.7% | +20.6% | +19.7% |
| 6M | +35.1% | -10.5% | +45.6% | +40.5% |
| YTD | +5.5% | -1.8% | +7.3% | +5.2% |
| 1Y | -16.8% | -4.1% | -12.7% | -15.4% |
| All | -16.8% | -2.0% | -14.8% | -15.4% |
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