+19.0%
HYG vs SUI
-33.5%
+52.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.2% | -4.3% | +4.1% | +0.4% |
| 30D | -0.1% | -2.1% | +2.0% | +0.2% |
| 3M | +0.7% | -6.1% | +6.8% | +1.5% |
| 6M | +1.5% | -12.8% | +14.3% | +3.3% |
| YTD | +1.9% | -4.6% | +6.6% | +2.4% |
| 1Y | +3.7% | -7.7% | +11.4% | +4.6% |
| 3Y | +26.5% | +10.9% | +15.5% | +22.3% |
| 5Y | +19.0% | -32.4% | +51.4% | +23.4% |
| All | +19.0% | -33.5% | +52.5% | +23.4% |
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