+2,586.3%
NDAQ vs SUI
+1,109.0%
+1,477.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | +1.2% | +8.8% | -7.6% | -3.0% |
| 30D | +15.8% | +8.9% | +6.8% | +10.8% |
| 3M | +13.4% | +2.0% | +11.3% | +11.8% |
| 6M | +20.9% | -0.6% | +21.5% | +20.6% |
| YTD | +11.1% | +1.3% | +9.8% | +9.4% |
| 1Y | +26.5% | +1.3% | +25.2% | +24.5% |
| 3Y | +121.5% | +16.3% | +105.2% | +97.3% |
| 5Y | +61.3% | -25.1% | +86.4% | +75.6% |
| 10Y | +480.0% | +121.1% | +358.9% | +238.4% |
| All | +2,586.3% | +1,109.0% | +1,477.3% | +423.7% |
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 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