+35.8%
FIVE vs SUI
+15.1%
+20.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -0.3% | +6.2% | -6.5% | -1.2% |
| 30D | +17.7% | +8.6% | +9.1% | +16.1% |
| 3M | +4.0% | +1.0% | +3.0% | +3.6% |
| 6M | +2.6% | -2.6% | +5.2% | +2.7% |
| YTD | +27.6% | -0.1% | +27.7% | +27.1% |
| 1Y | +59.9% | +0.5% | +59.5% | +59.2% |
| 3Y | +35.8% | +15.3% | +20.5% | +23.2% |
| All | +35.8% | +15.1% | +20.6% | +23.2% |
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 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