+630.9%
LYB vs SUI
+699.7%
-68.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -0.2% | -2.8% | +2.6% | +1.1% |
| 30D | +8.7% | -1.2% | +9.9% | +9.1% |
| 3M | -3.0% | -1.7% | -1.3% | -2.6% |
| 6M | +4.7% | -10.5% | +15.2% | +9.3% |
| YTD | +51.6% | -1.8% | +53.4% | +51.2% |
| 1Y | +24.4% | -4.1% | +28.4% | +25.2% |
| 3Y | -23.5% | +11.3% | -34.7% | -30.2% |
| 5Y | -6.5% | -32.1% | +25.6% | +6.9% |
| 10Y | +40.5% | +110.4% | -70.0% | -16.8% |
| All | +630.9% | +699.7% | -68.8% | +68.4% |
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