+45.9%
FITB vs SUI
-27.1%
+73.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.8% | -3.8% | +4.7% | +2.5% |
| 30D | +7.3% | +3.9% | +3.4% | +5.3% |
| 3M | -6.3% | +0.2% | -6.5% | -6.7% |
| 6M | +12.6% | -4.2% | +16.7% | +14.0% |
| YTD | +18.0% | -2.5% | +20.5% | +18.3% |
| 1Y | +28.9% | -4.0% | +32.9% | +30.1% |
| 3Y | +139.4% | +16.5% | +122.9% | +115.4% |
| All | +45.9% | -27.1% | +73.0% | +58.6% |
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 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