+851.7%
FIVE vs SUI
+321.9%
+529.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +4.3% | -2.8% | +7.1% | +5.6% |
| 30D | +12.5% | -1.2% | +13.7% | +13.1% |
| 3M | +31.2% | -1.7% | +33.0% | +31.9% |
| 6M | +14.4% | -10.5% | +24.8% | +19.5% |
| YTD | +33.9% | -1.8% | +35.7% | +33.8% |
| 1Y | +65.1% | -4.1% | +69.1% | +66.1% |
| 3Y | +49.0% | +11.3% | +37.7% | +34.5% |
| 5Y | +30.3% | -32.1% | +62.4% | +50.1% |
| 10Y | +481.1% | +110.4% | +370.7% | +333.3% |
| All | +851.7% | +321.9% | +529.8% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling