+12,471.5%
FIX vs SUI
+1,834.6%
+10,636.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | +6.0% | -2.8% | +8.9% | +7.5% |
| 30D | -7.2% | -1.2% | -6.1% | -6.9% |
| 3M | -15.9% | -1.7% | -14.1% | -16.3% |
| 6M | +12.7% | -10.5% | +23.2% | +17.1% |
| YTD | +72.8% | -1.8% | +74.6% | +70.8% |
| 1Y | +122.9% | -4.1% | +127.0% | +121.8% |
| 3Y | +774.3% | +11.3% | +763.1% | +675.0% |
| 5Y | +2,049.5% | -32.1% | +2,081.6% | +2,303.2% |
| 10Y | +5,821.5% | +110.4% | +5,711.0% | +3,430.3% |
| All | +12,471.5% | +1,834.6% | +10,636.9% | +2,196.0% |
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