+58.4%
NDAQ vs SUI
-32.0%
+90.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -2.8% | +0.4% | -1.5% |
| 30D | +2.5% | -1.2% | +3.6% | +2.8% |
| 3M | +9.9% | -1.7% | +11.7% | +10.5% |
| 6M | +9.4% | -10.5% | +19.9% | +13.4% |
| YTD | +0.4% | -1.8% | +2.3% | +0.7% |
| 1Y | +4.0% | -4.1% | +8.1% | +5.0% |
| 3Y | +94.4% | +11.3% | +83.1% | +81.3% |
| All | +58.4% | -32.0% | +90.3% | +83.9% |
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