+44.1%
IR vs SUI
-26.3%
+70.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +3.7% | +6.2% | -2.5% | +1.4% |
| 30D | +7.4% | +8.6% | -1.1% | +4.0% |
| 3M | -5.9% | +1.0% | -6.9% | -6.6% |
| 6M | +5.6% | -2.6% | +8.2% | +5.9% |
| YTD | +4.8% | -0.1% | +5.0% | +4.3% |
| 1Y | +6.9% | +0.5% | +6.5% | +6.1% |
| 3Y | +27.6% | +15.3% | +12.3% | +17.2% |
| All | +44.1% | -26.3% | +70.4% | +69.3% |
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