+7,843.3%
FIX vs SUI
+1,868.2%
+5,975.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.1% |
| 7D | -17.5% | +6.2% | -23.7% | -20.3% |
| 30D | -41.6% | +8.6% | -50.2% | -44.6% |
| 3M | -40.6% | +1.0% | -41.6% | -41.9% |
| 6M | -49.4% | -2.6% | -46.8% | -50.3% |
| YTD | +9.2% | -0.1% | +9.3% | +5.3% |
| 1Y | +6.5% | +0.5% | +6.0% | +2.3% |
| 3Y | +448.7% | +15.3% | +433.5% | +371.3% |
| 5Y | +948.7% | -26.1% | +974.9% | +1,005.5% |
| 10Y | +3,659.7% | +117.8% | +3,541.9% | +2,073.7% |
| All | +7,843.3% | +1,868.2% | +5,975.1% | +1,315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling