+499.6%
FIVE vs SUI
+120.9%
+378.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +2.4% | -3.8% | +6.3% | +4.4% |
| 30D | +15.8% | +3.9% | +11.9% | +13.4% |
| 3M | +3.8% | +0.2% | +3.6% | +3.4% |
| 6M | +18.5% | -4.2% | +22.7% | +20.1% |
| YTD | +31.2% | -2.5% | +33.7% | +31.3% |
| 1Y | +61.8% | -4.0% | +65.8% | +63.1% |
| 3Y | +39.9% | +16.5% | +23.3% | +21.0% |
| 5Y | +18.3% | -27.2% | +45.5% | +34.3% |
| All | +499.6% | +120.9% | +378.7% | +321.2% |
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