-2.4%
LYB vs SUI
-33.2%
+30.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -0.7% | -4.1% | +3.4% | +0.5% |
| 30D | +1.5% | -3.2% | +4.7% | +2.4% |
| 3M | -0.3% | -8.4% | +8.1% | +2.1% |
| 6M | +0.1% | -14.4% | +14.4% | +4.2% |
| YTD | +53.4% | -5.5% | +59.0% | +54.8% |
| 1Y | +25.6% | -7.3% | +33.0% | +27.4% |
| 3Y | -21.3% | +9.9% | -31.2% | -25.2% |
| 5Y | -2.4% | -31.6% | +29.2% | +4.2% |
| All | -2.4% | -33.2% | +30.7% | +4.2% |
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