+5,892.0%
FIX vs SUI
+110.1%
+5,781.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | +6.0% | -2.8% | +8.9% | +7.1% |
| 30D | -7.2% | -1.2% | -6.1% | -7.0% |
| 3M | -15.9% | -1.7% | -14.1% | -16.2% |
| 6M | +12.7% | -10.5% | +23.2% | +16.4% |
| YTD | +72.8% | -1.8% | +74.6% | +71.1% |
| 1Y | +122.9% | -4.1% | +127.0% | +122.0% |
| 3Y | +774.3% | +11.3% | +763.1% | +683.6% |
| 5Y | +2,049.5% | -32.1% | +2,081.6% | +2,342.8% |
| All | +5,892.0% | +110.1% | +5,781.9% | +4,890.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling