+777.0%
FIX vs SUI
+12.1%
+764.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +1.9% |
| 7D | +6.0% | -2.8% | +8.9% | +6.0% |
| 30D | -7.2% | -1.2% | -6.1% | -7.3% |
| 3M | -15.9% | -1.7% | -14.1% | -16.0% |
| 6M | +12.7% | -10.5% | +23.2% | +13.4% |
| YTD | +72.8% | -1.8% | +74.6% | +72.2% |
| 1Y | +122.9% | -4.1% | +127.0% | +122.8% |
| All | +777.0% | +12.1% | +764.9% | +694.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling