+43.2%
NWSA vs SUI
-32.0%
+75.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.9% | -2.8% | +1.0% | -0.9% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | +13.2% | -1.7% | +15.0% | +13.9% |
| 6M | +27.0% | -10.5% | +37.5% | +31.8% |
| YTD | +16.8% | -1.8% | +18.7% | +17.1% |
| 1Y | +4.5% | -4.1% | +8.6% | +5.6% |
| 3Y | +46.2% | +11.3% | +35.0% | +36.4% |
| All | +43.2% | -32.0% | +75.2% | +66.9% |
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