-21.6%
IR vs SUNB
+1.6%
-23.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.9% | -8.0% | -4.0% |
| 7D | -1.9% | +9.4% | -11.3% | -5.0% |
| 30D | -15.0% | -6.9% | -8.1% | -13.1% |
| 3M | -0.4% | -11.3% | +10.9% | +3.0% |
| 6M | -15.0% | -1.8% | -13.3% | -18.3% |
| All | -21.6% | +1.6% | -23.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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