+5,849.8%
ITW vs SUI
+4,072.7%
+1,777.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +0.5% | +3.4% | -2.9% | -0.8% |
| 30D | +9.1% | +4.6% | +4.5% | +7.1% |
| 3M | -1.6% | +1.6% | -3.2% | -2.4% |
| 6M | +14.5% | -3.5% | +18.0% | +15.5% |
| YTD | +19.2% | -1.0% | +20.2% | +19.0% |
| 1Y | +20.9% | -1.7% | +22.7% | +21.1% |
| 3Y | +33.1% | +18.4% | +14.8% | +22.3% |
| 5Y | +38.2% | -26.3% | +64.5% | +49.2% |
| 10Y | +196.2% | +123.3% | +72.8% | +104.4% |
| All | +5,849.8% | +4,072.7% | +1,777.0% | +1,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling