+130.2%
FDS vs SUI
+120.9%
+9.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.1% |
| 30D | +16.0% | +3.3% | +12.7% | +14.3% |
| 3M | +18.8% | +0.7% | +18.1% | +18.4% |
| 6M | +54.1% | -4.1% | +58.2% | +57.1% |
| YTD | +17.0% | -1.8% | +18.8% | +17.6% |
| 1Y | +25.5% | -4.1% | +29.6% | +27.4% |
| 3Y | -23.3% | +17.4% | -40.7% | -30.5% |
| 5Y | -22.6% | -27.0% | +4.4% | -13.9% |
| 10Y | +130.2% | +121.2% | +9.0% | +86.2% |
| All | +130.2% | +120.9% | +9.3% | +86.2% |
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