+9,915.4%
FDS vs SUI
+2,530.3%
+7,385.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +6.4% | +8.8% | -2.4% | +2.9% |
| 30D | +25.2% | +8.9% | +16.2% | +21.0% |
| 3M | +22.9% | +2.0% | +20.9% | +21.9% |
| 6M | +56.5% | -0.6% | +57.2% | +57.1% |
| YTD | +19.0% | +1.3% | +17.6% | +18.1% |
| 1Y | +32.7% | +1.3% | +31.5% | +31.8% |
| 3Y | -20.4% | +16.3% | -36.7% | -26.6% |
| 5Y | -19.6% | -25.1% | +5.5% | -13.1% |
| 10Y | +148.5% | +121.1% | +27.4% | +72.7% |
| All | +9,915.4% | +2,530.3% | +7,385.2% | +2,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling