+576.2%
FE vs SUI
+1,807.1%
-1,230.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +1.9% | -2.8% | +4.8% | +2.8% |
| 30D | -1.2% | -1.2% | 0.0% | -0.8% |
| 3M | +3.5% | -1.7% | +5.2% | +3.9% |
| 6M | -6.1% | -10.5% | +4.4% | -3.0% |
| YTD | +7.6% | -1.8% | +9.4% | +7.9% |
| 1Y | +11.9% | -4.1% | +16.0% | +12.9% |
| 3Y | +48.4% | +11.3% | +37.2% | +41.0% |
| 5Y | +44.8% | -32.1% | +76.9% | +58.2% |
| 10Y | +115.9% | +110.4% | +5.4% | +68.9% |
| All | +576.2% | +1,807.1% | -1,230.9% | +190.3% |
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 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