-23.7%
FPS vs SUI
+5.2%
-28.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | +1.4% |
| 7D | +13.6% | -1.5% | +15.0% | +10.7% |
| 30D | -32.4% | +3.7% | -36.1% | -25.7% |
| 3M | -41.1% | -0.4% | -40.7% | -37.3% |
| 6M | -51.4% | -2.8% | -48.6% | -48.8% |
| All | -23.7% | +5.2% | -28.9% | -20.9% |
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 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