-21.8%
LYB vs SUI
+10.9%
-32.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.2% |
| 7D | -3.1% | -4.3% | +1.2% | -1.9% |
| 30D | +4.0% | -2.1% | +6.2% | +4.5% |
| 3M | +2.4% | -6.1% | +8.5% | +4.0% |
| 6M | -1.4% | -12.8% | +11.3% | +2.1% |
| YTD | +53.9% | -4.6% | +58.6% | +54.5% |
| 1Y | +26.1% | -7.7% | +33.8% | +27.9% |
| All | -21.8% | +10.9% | -32.7% | -26.9% |
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