+59.9%
FIVE vs SUI
-0.1%
+60.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.3% | +6.2% | -6.5% | -1.3% |
| 30D | +17.7% | +8.6% | +9.1% | +15.7% |
| 3M | +4.0% | +1.0% | +3.0% | +3.2% |
| 6M | +2.6% | -2.6% | +5.2% | +2.3% |
| YTD | +27.6% | -0.1% | +27.7% | +27.8% |
| 1Y | +59.9% | +0.5% | +59.5% | +58.9% |
| All | +59.9% | -0.1% | +60.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling