-16.6%
IT vs SUI
-3.0%
-13.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.7% |
| 7D | -6.8% | -2.4% | -4.4% | -5.2% |
| 30D | -0.6% | +3.3% | -3.9% | -2.6% |
| 3M | +3.1% | +0.7% | +2.4% | +2.2% |
| 6M | +25.5% | -4.1% | +29.6% | +27.1% |
| YTD | -23.5% | -1.8% | -21.7% | -23.6% |
| 1Y | -16.6% | -4.1% | -12.6% | -15.9% |
| All | -16.6% | -3.0% | -13.6% | -15.9% |
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