+14.9%
FIVE vs SUI
-25.7%
+40.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -1.7% | +8.8% | -10.5% | -4.8% |
| 30D | +14.9% | +8.9% | +6.0% | +11.1% |
| 3M | +7.6% | +2.0% | +5.6% | +6.6% |
| 6M | +6.4% | -0.6% | +7.1% | +6.1% |
| YTD | +28.1% | +1.3% | +26.7% | +26.3% |
| 1Y | +54.7% | +1.3% | +53.5% | +52.5% |
| 3Y | +36.1% | +16.3% | +19.8% | +20.2% |
| 5Y | +14.9% | -25.1% | +39.9% | +43.8% |
| All | +14.9% | -25.7% | +40.6% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling