+193.8%
ITW vs SUI
+107.6%
+86.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.4% | -3.1% | +2.7% | +0.7% |
| 30D | -9.4% | -2.3% | -7.1% | -8.7% |
| 3M | +7.1% | -2.8% | +9.9% | +8.1% |
| 6M | -1.9% | -12.4% | +10.5% | +2.9% |
| YTD | +10.4% | -3.3% | +13.8% | +11.5% |
| 1Y | +3.3% | -5.8% | +9.1% | +5.2% |
| 3Y | +21.0% | +12.5% | +8.5% | +12.9% |
| 5Y | +36.3% | -32.9% | +69.2% | +53.5% |
| All | +193.8% | +107.6% | +86.2% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling