+71.6%
FITB vs SUI
-32.0%
+103.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.8% |
| 30D | -4.7% | -1.2% | -3.6% | -4.4% |
| 3M | +6.7% | -1.7% | +8.4% | +7.2% |
| 6M | +12.6% | -10.5% | +23.0% | +17.6% |
| YTD | +19.1% | -1.8% | +21.0% | +19.4% |
| 1Y | +22.6% | -4.1% | +26.7% | +23.9% |
| 3Y | +127.1% | +11.3% | +115.9% | +109.9% |
| All | +71.6% | -32.0% | +103.6% | +85.1% |
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