-22.7%
FDS vs SUI
-26.3%
+3.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -0.5% | +6.2% | -6.7% | -2.9% |
| 30D | +20.2% | +8.6% | +11.6% | +16.3% |
| 3M | +19.9% | +1.0% | +18.9% | +19.3% |
| 6M | +56.2% | -2.6% | +58.8% | +57.7% |
| YTD | +14.6% | -0.1% | +14.7% | +14.3% |
| 1Y | +31.6% | +0.5% | +31.1% | +31.0% |
| 3Y | -23.8% | +15.3% | -39.1% | -29.7% |
| All | -22.7% | -26.3% | +3.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling