+105.1%
FE vs SUI
+118.9%
-13.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +0.6% | +8.8% | -8.2% | -3.1% |
| 30D | +6.4% | +8.9% | -2.5% | +2.3% |
| 3M | -0.5% | +2.0% | -2.5% | -1.7% |
| 6M | +4.7% | -0.6% | +5.4% | +4.5% |
| YTD | +8.4% | +1.3% | +7.0% | +6.9% |
| 1Y | +7.2% | +1.3% | +6.0% | +5.7% |
| 3Y | +44.9% | +16.3% | +28.6% | +31.1% |
| 5Y | +46.3% | -25.1% | +71.3% | +59.8% |
| All | +105.1% | +118.9% | -13.8% | +27.9% |
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 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