+14.9%
O vs SUI
-32.0%
+46.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -0.7% | -2.8% | +2.1% | +0.6% |
| 30D | -1.9% | -1.2% | -0.7% | -1.4% |
| 3M | +3.8% | -1.7% | +5.6% | +4.6% |
| 6M | -4.7% | -10.5% | +5.7% | 0.0% |
| YTD | +12.5% | -1.8% | +14.3% | +13.0% |
| 1Y | +10.8% | -4.1% | +14.9% | +12.4% |
| 3Y | +28.8% | +11.3% | +17.5% | +19.2% |
| All | +14.9% | -32.0% | +46.9% | +38.3% |
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