+62.6%
NDAQ vs SUI
-26.3%
+88.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.8% |
| 7D | +0.8% | +6.2% | -5.4% | -1.3% |
| 30D | +16.5% | +8.6% | +7.9% | +13.1% |
| 3M | +13.5% | +1.0% | +12.5% | +12.8% |
| 6M | +20.9% | -2.6% | +23.5% | +21.6% |
| YTD | +11.4% | -0.1% | +11.5% | +10.9% |
| 1Y | +25.9% | +0.5% | +25.5% | +25.0% |
| 3Y | +119.9% | +15.3% | +104.6% | +101.9% |
| All | +62.6% | -26.3% | +88.9% | +82.9% |
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 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