+162.5%
ON vs SUI
+1,633.5%
-1,471.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.7% | -12.2% | -11.9% |
| 7D | -16.3% | +8.8% | -25.0% | -20.0% |
| 30D | -27.0% | +8.9% | -35.9% | -30.7% |
| 3M | -18.1% | +2.0% | -20.1% | -19.7% |
| 6M | -38.6% | -0.6% | -38.0% | -40.2% |
| YTD | +16.4% | +1.3% | +15.0% | +11.8% |
| 1Y | +25.8% | +1.3% | +24.6% | +20.8% |
| 3Y | -7.7% | +16.3% | -24.0% | -20.2% |
| 5Y | +6.6% | -25.1% | +31.6% | +15.5% |
| 10Y | +444.6% | +121.1% | +323.5% | +223.3% |
| All | +162.5% | +1,633.5% | -1,471.0% | -67.3% |
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 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