+36.3%
FIVE vs SUI
+16.8%
+19.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -1.7% | +8.8% | -10.5% | -3.0% |
| 30D | +14.9% | +8.9% | +6.0% | +13.3% |
| 3M | +7.6% | +2.0% | +5.6% | +7.1% |
| 6M | +6.4% | -0.6% | +7.1% | +6.1% |
| YTD | +28.1% | +1.3% | +26.7% | +27.3% |
| 1Y | +54.7% | +1.3% | +53.5% | +53.8% |
| All | +36.3% | +16.8% | +19.5% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling