-42.4%
IT vs SUI
-26.4%
-16.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | -1.8% | +3.7% | -5.6% | -3.3% |
| 3M | +4.8% | -0.4% | +5.2% | +5.0% |
| 6M | +33.0% | -2.8% | +35.8% | +34.8% |
| YTD | -23.8% | -1.6% | -22.2% | -23.4% |
| 1Y | -16.5% | -2.1% | -14.5% | -15.9% |
| 3Y | -53.6% | +18.5% | -72.1% | -58.3% |
| All | -42.4% | -26.4% | -16.0% | -28.8% |
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 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