+3,930.4%
IBM vs SUI
+4,171.7%
-241.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -4.3% | +8.8% | -13.1% | -6.5% |
| 30D | +11.7% | +8.9% | +2.7% | +8.9% |
| 3M | +5.5% | +2.0% | +3.5% | +4.7% |
| 6M | +9.5% | -0.6% | +10.1% | +9.5% |
| YTD | -14.9% | +1.3% | -16.2% | -15.4% |
| 1Y | -17.4% | +1.3% | -18.6% | -17.9% |
| 3Y | +83.3% | +16.3% | +67.0% | +73.2% |
| 5Y | +142.1% | -25.1% | +167.1% | +153.7% |
| 10Y | +157.2% | +121.1% | +36.1% | +97.8% |
| All | +3,930.4% | +4,171.7% | -241.4% | +1,569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling