-27.6%
FDS vs SUI
+12.1%
-39.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -1.9% | -2.8% | +0.9% | -1.0% |
| 30D | +9.0% | -1.2% | +10.2% | +9.3% |
| 3M | +18.9% | -1.7% | +20.6% | +19.6% |
| 6M | +35.1% | -10.5% | +45.6% | +39.2% |
| YTD | +5.5% | -1.8% | +7.3% | +5.9% |
| 1Y | -16.8% | -4.1% | -12.7% | -16.0% |
| All | -27.6% | +12.1% | -39.6% | -31.3% |
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