+474.6%
FIVE vs SUI
+110.1%
+364.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +4.3% | -2.8% | +7.1% | +5.7% |
| 30D | +12.5% | -1.2% | +13.7% | +13.2% |
| 3M | +31.2% | -1.7% | +33.0% | +31.9% |
| 6M | +14.4% | -10.5% | +24.8% | +20.0% |
| YTD | +33.9% | -1.8% | +35.7% | +33.8% |
| 1Y | +65.1% | -4.1% | +69.1% | +66.1% |
| 3Y | +49.0% | +11.3% | +37.7% | +32.5% |
| 5Y | +30.3% | -32.1% | +62.4% | +53.9% |
| All | +474.6% | +110.1% | +364.6% | +326.0% |
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