+5,863.6%
ITW vs SUI
+4,038.8%
+1,824.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.7% |
| 30D | +8.9% | +3.3% | +5.6% | +7.4% |
| 3M | -0.9% | +0.7% | -1.6% | -1.4% |
| 6M | +16.0% | -4.1% | +20.1% | +17.3% |
| YTD | +19.4% | -1.8% | +21.3% | +19.6% |
| 1Y | +20.7% | -4.1% | +24.7% | +21.9% |
| 3Y | +33.4% | +17.4% | +16.0% | +23.0% |
| 5Y | +39.1% | -27.0% | +66.1% | +50.6% |
| 10Y | +195.3% | +121.2% | +74.1% | +104.5% |
| All | +5,863.6% | +4,038.8% | +1,824.8% | +1,420.5% |
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