+7,433.0%
FIX vs SUI
+1,897.4%
+5,535.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.7% | -12.3% | -11.9% |
| 7D | -27.2% | +8.8% | -36.0% | -30.6% |
| 30D | -46.9% | +8.9% | -55.9% | -49.7% |
| 3M | -44.4% | +2.0% | -46.4% | -45.9% |
| 6M | -50.9% | -0.6% | -50.3% | -52.2% |
| YTD | +3.5% | +1.3% | +2.2% | -0.8% |
| 1Y | -2.1% | +1.3% | -3.4% | -6.2% |
| 3Y | +418.7% | +16.3% | +402.5% | +344.0% |
| 5Y | +894.6% | -25.1% | +919.6% | +941.7% |
| 10Y | +3,465.5% | +121.1% | +3,344.4% | +1,948.3% |
| All | +7,433.0% | +1,897.4% | +5,535.7% | +1,233.9% |
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 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