+2,417.1%
MSCI vs SUI
+1,166.4%
+1,250.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +0.4% | -2.8% | +3.2% | +1.7% |
| 30D | +0.6% | -1.2% | +1.7% | +1.0% |
| 3M | -7.1% | -1.7% | -5.3% | -6.4% |
| 6M | +0.8% | -10.5% | +11.3% | +5.8% |
| YTD | +1.0% | -1.8% | +2.8% | +1.1% |
| 1Y | +4.3% | -4.1% | +8.4% | +5.4% |
| 3Y | +9.9% | +11.3% | -1.3% | +0.7% |
| 5Y | -6.8% | -32.1% | +25.3% | +7.6% |
| 10Y | +614.7% | +110.4% | +504.2% | +378.6% |
| All | +2,417.1% | +1,166.4% | +1,250.7% | +468.5% |
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