+336.0%
IR vs SUI
+88.7%
+247.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.1% | -2.4% | +3.5% | +2.0% |
| 30D | +7.6% | +3.3% | +4.2% | +5.9% |
| 3M | +0.1% | +0.7% | -0.6% | -0.6% |
| 6M | +14.0% | -4.1% | +18.1% | +15.0% |
| YTD | +7.5% | -1.8% | +9.3% | +7.5% |
| 1Y | +10.1% | -4.1% | +14.2% | +11.1% |
| 3Y | +24.9% | +17.4% | +7.5% | +13.6% |
| 5Y | +46.9% | -27.0% | +73.9% | +60.8% |
| All | +336.0% | +88.7% | +247.3% | +257.4% |
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 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