-8.8%
IT vs SUI
+1.6%
-10.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | -2.2% |
| 7D | -5.5% | +10.0% | -15.5% | -11.5% |
| 30D | +10.3% | +8.4% | +1.9% | +4.6% |
| 3M | +11.5% | +0.7% | +10.9% | +10.4% |
| 6M | +40.3% | -0.9% | +41.2% | +39.6% |
| YTD | -17.9% | +0.6% | -18.5% | -19.7% |
| 1Y | -8.8% | +0.8% | -9.6% | -11.8% |
| All | -8.8% | +1.6% | -10.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling