+132.4%
IBM vs SUI
+110.1%
+22.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.6% |
| 30D | +0.3% | -1.2% | +1.5% | +0.6% |
| 3M | -21.6% | -1.7% | -19.9% | -21.2% |
| 6M | -4.7% | -10.5% | +5.8% | -1.5% |
| YTD | -19.1% | -1.8% | -17.2% | -18.8% |
| 1Y | -2.5% | -4.1% | +1.6% | -1.5% |
| 3Y | +74.2% | +11.3% | +62.9% | +65.4% |
| 5Y | +113.1% | -32.1% | +145.2% | +133.6% |
| All | +132.4% | +110.1% | +22.3% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling