+22.5%
ON vs SUI
-25.9%
+48.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | +3.4% | -7.5% | -5.3% |
| 30D | -10.2% | +4.6% | -14.8% | -12.1% |
| 3M | -12.7% | +1.6% | -14.3% | -13.8% |
| 6M | -32.5% | -3.5% | -29.1% | -32.9% |
| YTD | +28.6% | -1.0% | +29.6% | +25.9% |
| 1Y | +43.4% | -1.7% | +45.1% | +40.8% |
| 3Y | +3.3% | +18.4% | -15.0% | -12.0% |
| 5Y | +22.5% | -26.3% | +48.9% | +49.1% |
| All | +22.5% | -25.9% | +48.4% | +49.1% |
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