+6.5%
FIX vs SUI
-0.1%
+6.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +4.0% |
| 7D | -17.5% | +6.2% | -23.7% | -12.0% |
| 30D | -41.6% | +8.6% | -50.2% | -36.5% |
| 3M | -40.6% | +1.0% | -41.6% | -38.2% |
| 6M | -49.4% | -2.6% | -46.8% | -47.5% |
| YTD | +9.2% | -0.1% | +9.3% | +14.5% |
| 1Y | +6.5% | +0.5% | +6.0% | +11.5% |
| All | +6.5% | -0.1% | +6.6% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling