+2,862.1%
MSCI vs SUI
+1,198.5%
+1,663.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +3.0% |
| 7D | +11.5% | +10.0% | +1.4% | +6.7% |
| 30D | +22.1% | +8.4% | +13.7% | +17.5% |
| 3M | +18.4% | +0.7% | +17.8% | +17.8% |
| 6M | +16.6% | -0.9% | +17.6% | +16.7% |
| YTD | +18.8% | +0.6% | +18.2% | +17.4% |
| 1Y | +19.0% | +0.8% | +18.2% | +17.4% |
| 3Y | +40.7% | +15.5% | +25.2% | +26.8% |
| 5Y | +7.9% | -25.9% | +33.8% | +19.5% |
| 10Y | +848.9% | +119.5% | +729.3% | +522.8% |
| All | +2,862.1% | +1,198.5% | +1,663.6% | +560.3% |
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