-38.5%
FIX vs SUI
+1.1%
-39.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.2% | -20.2% | -8.0% |
| 7D | -18.9% | +10.0% | -28.9% | -7.6% |
| 30D | -36.3% | +8.4% | -44.7% | -29.1% |
| 3M | -38.5% | +0.7% | -39.2% | -33.9% |
| All | -38.5% | +1.1% | -39.6% | -33.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling