+2,327.9%
NDAQ vs SUI
+1,071.0%
+1,256.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -2.8% | +0.4% | -1.1% |
| 30D | +2.5% | -1.2% | +3.6% | +2.9% |
| 3M | +9.9% | -1.7% | +11.7% | +10.7% |
| 6M | +9.4% | -10.5% | +19.9% | +15.1% |
| YTD | +0.4% | -1.8% | +2.3% | +0.7% |
| 1Y | +4.0% | -4.1% | +8.1% | +5.2% |
| 3Y | +94.4% | +11.3% | +83.1% | +76.9% |
| 5Y | +56.7% | -32.1% | +88.8% | +79.5% |
| 10Y | +375.3% | +110.4% | +264.8% | +184.4% |
| All | +2,327.9% | +1,071.0% | +1,256.9% | +381.9% |
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 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