-9.9%
MKTX vs SUI
-7.5%
-2.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | +0.3% | -4.3% | +4.6% | +0.5% |
| 30D | +1.0% | -2.1% | +3.1% | +1.1% |
| 3M | +40.8% | -6.1% | +46.9% | +39.8% |
| 6M | -10.9% | -12.8% | +1.9% | -9.9% |
| YTD | -8.6% | -4.6% | -4.0% | -9.2% |
| All | -9.9% | -7.5% | -2.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling