+10.7%
O vs SUI
-26.3%
+37.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +3.7% | +6.2% | -2.5% | +0.9% |
| 30D | +11.2% | +8.6% | +2.6% | +7.0% |
| 3M | -4.0% | +1.0% | -5.0% | -4.6% |
| 6M | -5.2% | -2.6% | -2.6% | -4.4% |
| YTD | +9.5% | -0.1% | +9.6% | +8.9% |
| 1Y | +10.6% | +0.5% | +10.1% | +9.7% |
| 3Y | +38.1% | +15.3% | +22.9% | +25.9% |
| All | +10.7% | -26.3% | +37.0% | +25.5% |
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