+244.2%
FITB vs SUI
+115.7%
+128.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -1.5% | +6.2% | -7.8% | -4.5% |
| 30D | +5.8% | +8.6% | -2.8% | +1.2% |
| 3M | -6.1% | +1.0% | -7.1% | -7.0% |
| 6M | +5.9% | -2.6% | +8.5% | +6.6% |
| YTD | +16.1% | -0.1% | +16.2% | +15.0% |
| 1Y | +28.8% | +0.5% | +28.4% | +27.1% |
| 3Y | +126.0% | +15.3% | +110.8% | +102.0% |
| 5Y | +45.3% | -26.1% | +71.4% | +62.2% |
| All | +244.2% | +115.7% | +128.4% | +253.6% |
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