-32.8%
FPS vs SUI
+6.8%
-39.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +4.6% |
| 7D | -24.5% | +6.2% | -30.7% | -15.3% |
| 30D | -52.1% | +8.6% | -60.7% | -44.1% |
| 3M | -48.4% | +1.0% | -49.4% | -43.7% |
| 6M | -54.4% | -2.6% | -51.8% | -50.3% |
| All | -32.8% | +6.8% | -39.6% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling