-20.9%
FDS vs SUI
+16.8%
-37.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +6.4% | +8.8% | -2.4% | +3.2% |
| 30D | +25.2% | +8.9% | +16.2% | +21.3% |
| 3M | +22.9% | +2.0% | +20.9% | +21.8% |
| 6M | +56.5% | -0.6% | +57.2% | +56.4% |
| YTD | +19.0% | +1.3% | +17.6% | +17.9% |
| 1Y | +32.7% | +1.3% | +31.5% | +31.6% |
| All | -20.9% | +16.8% | -37.8% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling