-6.3%
M vs SUI
-25.7%
+19.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | -2.1% | +8.8% | -10.9% | -6.2% |
| 30D | +7.7% | +8.9% | -1.2% | +2.9% |
| 3M | -4.4% | +2.0% | -6.4% | -5.6% |
| 6M | +27.5% | -0.6% | +28.2% | +27.1% |
| YTD | +12.8% | +1.3% | +11.4% | +10.7% |
| 1Y | +20.7% | +1.3% | +19.5% | +18.5% |
| 3Y | +111.3% | +16.3% | +95.0% | +84.4% |
| 5Y | -6.3% | -25.1% | +18.7% | +9.6% |
| All | -6.3% | -25.7% | +19.4% | +9.6% |
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