+21.7%
ITW vs SUI
+13.6%
+8.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -3.6% | -2.8% | -0.7% | -2.7% |
| 30D | -9.1% | -1.2% | -8.0% | -8.9% |
| 3M | +8.2% | -1.7% | +10.0% | +8.7% |
| 6M | -4.8% | -10.5% | +5.7% | -1.6% |
| YTD | +11.0% | -1.8% | +12.9% | +11.5% |
| 1Y | +4.2% | -4.1% | +8.3% | +5.3% |
| All | +21.7% | +13.6% | +8.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling