+44.5%
GOOG vs SUI
-2.0%
+46.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.2% | -2.8% | +0.6% | -2.2% |
| 30D | -6.9% | -1.2% | -5.7% | -6.9% |
| 3M | -9.1% | -1.7% | -7.4% | -9.0% |
| 6M | +10.6% | -10.5% | +21.1% | +11.0% |
| YTD | +7.0% | -1.8% | +8.8% | +7.7% |
| 1Y | +44.5% | -4.1% | +48.6% | +44.9% |
| All | +44.5% | -2.0% | +46.6% | +44.9% |
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 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