+91.9%
GOOG vs SUI
-26.3%
+118.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.1% |
| 7D | +2.1% | +6.2% | -4.2% | +0.6% |
| 30D | -18.3% | +8.6% | -26.8% | -20.1% |
| 3M | -20.3% | +1.0% | -21.3% | -20.7% |
| 6M | -28.1% | -2.6% | -25.5% | -27.9% |
| YTD | -9.3% | -0.1% | -9.2% | -9.9% |
| 1Y | -0.2% | +0.5% | -0.7% | -1.0% |
| 3Y | +118.0% | +15.3% | +102.8% | +99.6% |
| All | +91.9% | -26.3% | +118.2% | +121.2% |
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