-40.2%
IT vs SUI
-32.0%
-8.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -6.0% | -2.8% | -3.2% | -4.9% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | +13.1% | -1.7% | +14.8% | +14.2% |
| 6M | +11.7% | -10.5% | +22.2% | +16.7% |
| YTD | -26.1% | -1.8% | -24.3% | -25.7% |
| 1Y | -21.3% | -4.1% | -17.2% | -20.2% |
| 3Y | -46.7% | +11.3% | -58.0% | -50.7% |
| All | -40.2% | -32.0% | -8.2% | -24.3% |
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