-57.9%
JD vs SUI
-25.7%
-32.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | +11.7% | +8.8% | +3.0% | +8.5% |
| 30D | +8.1% | +8.9% | -0.9% | +4.7% |
| 3M | -12.0% | +2.0% | -14.0% | -12.8% |
| 6M | -3.5% | -0.6% | -2.9% | -3.8% |
| YTD | +3.3% | +1.3% | +2.0% | +2.0% |
| 1Y | -7.4% | +1.3% | -8.7% | -8.7% |
| 3Y | +16.6% | +16.3% | +0.3% | +3.5% |
| 5Y | -57.9% | -25.1% | -32.8% | -58.2% |
| All | -57.9% | -25.7% | -32.2% | -58.2% |
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