+4.8%
MKTX vs SUI
+104.6%
-99.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.5% |
| 7D | +0.3% | -4.3% | +4.6% | +1.9% |
| 30D | +1.0% | -2.1% | +3.1% | +1.7% |
| 3M | +40.8% | -6.1% | +46.9% | +43.6% |
| 6M | -10.9% | -12.8% | +1.9% | -6.6% |
| YTD | -8.6% | -4.6% | -4.0% | -7.6% |
| 1Y | -11.6% | -7.7% | -3.9% | -9.6% |
| 3Y | -24.5% | +10.9% | -35.5% | -30.1% |
| 5Y | -60.7% | -32.4% | -28.3% | -55.9% |
| All | +4.8% | +104.6% | -99.8% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling