+894.6%
FIX vs SUI
-25.7%
+920.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.7% | -12.3% | -11.7% |
| 7D | -27.2% | +8.8% | -36.0% | -28.1% |
| 30D | -46.9% | +8.9% | -55.9% | -47.7% |
| 3M | -44.4% | +2.0% | -46.4% | -44.7% |
| 6M | -50.9% | -0.6% | -50.3% | -51.1% |
| YTD | +3.5% | +1.3% | +2.2% | +2.3% |
| 1Y | -2.1% | +1.3% | -3.4% | -3.3% |
| 3Y | +418.7% | +16.3% | +402.5% | +373.6% |
| 5Y | +894.6% | -25.1% | +919.6% | +1,042.5% |
| All | +894.6% | -25.7% | +920.2% | +1,042.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling